We found a match
Your institution may have rights to this item. Sign in to continue.
- Title
Simplex-like sequential methods for a class of generalized fractional programs.
- Authors
Cambini, Riccardo; Carosi, Laura; Martein, Laura; Valipour, Ezat
- Abstract
A sequential method for a class of generalized fractional programming problems is proposed. The considered objective function is the ratio of powers of affine functions and the feasible region is a polyhedron, not necessarily bounded. Theoretical properties of the optimization problem are first established and the maximal domains of pseudoconcavity are characterized. When the objective function is pseudoconcave in the feasible region, the proposed algorithm takes advantage of the nice optimization properties of pseudoconcave functions; the particular structure of the objective function allows to provide a simplex-like algorithm even when the objective function is not pseudoconcave. Computational results validate the nice performance of the proposed algorithm.
- Subjects
GENERALIZABILITY theory; FRACTIONAL programming; POLYHEDRA; MATHEMATICAL bounds; MATHEMATICAL functions; ALGORITHMS
- Publication
Mathematical Methods of Operations Research, 2017, Vol 85, Issue 1, p77
- ISSN
1432-2994
- Publication type
Article
- DOI
10.1007/s00186-016-0556-y