A unified monotonic approach to generalized linear fractional programming

被引：131

作者：

Phuong, NTH ^{[1
]}

Tuy, H ^{[1
]}

机构：

[1] Inst Math, Hanoi 10000, Vietnam

来源：

JOURNAL OF GLOBAL OPTIMIZATION | 2003年 / 26卷 / 03期

关键词：

generalized fractional programming; sum or product of ratios of linear functions; monotonic optimization; global optimization; polyblock approximation approach;

D O I：

10.1023/A:1023274721632

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：

We present an efficient unified method for solving a wide class of generalized linear fractional programming problems. This class includes such problems as: optimizing (minimizing or maximizing) a pointwise maximum or pointwise minimum of a finite number of ratios of linear functions, optimizing a sum or product of such ratios, etc. - over a polytope. Our approach is based on the recently developed theory of monotonic optimization.

引用

页码：229 / 259

页数：31

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[Anonymous], 1997, OPTIMIZATION LOW RAN

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Barros A. I., 1998, DISCRETE FRACTIONAL

[3] GENERALIZED FRACTIONAL-PROGRAMMING AND CUTTING PLANE ALGORITHMS [J].