FRACTIONAL-PROGRAMMING BY LOWER SUBDIFFERENTIABILITY TECHNIQUES

被引：8

作者：

BONCOMPTE, M ^{[1
]}

MARTINEZLEGAZ, JE ^{[1
]}

机构：

[1] UNIV BARCELONA,DEPT MATEMAT APLICADA & ANALISIS,BARCELONA 7,SPAIN

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1991年 / 68卷 / 01期

关键词：

FRACTIONAL PROGRAMMING; LOWER SUBDIFFERENTIABLE FUNCTIONS; DUALITY; OPTIMALITY CONDITIONS; CUTTING PLANES;

D O I：

10.1007/BF00939937

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

The notion of lower subdifferentiability is applied to the analysis of convex fractional programming problems. In particular, duality results and optimality conditions are presented, and the applicability of a cutting-plane algorithm using lower subgradients is discussed. These methods are useful also in generalized fractional programming, where, in the linear case, the performance of the cutting-plane algorithm is compared with that of the most efficient version of the Dinkelbach method, which is based on the solution of a parametric linear programming problem.

引用

页码：95 / 116

页数：22

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