A Duality Theory for a Class of Generalized Fractional Programs

被引：0
作者：
C. H. Scott
T. R. Jefferson
J. B. G. Frenk
机构：
[1] University of California,Graduate School of Management
[2] University of Washington,Mathematics Department
[3] Erasmus University,Econometric Institute
来源：
Journal of Global Optimization | 1998年 / 12卷
关键词：
Fractional program; Multi-ratios; Conjugate duality; Convexity;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In generalized fractional programming, one seeks to minimize the maximum of a finite number of ratios. Such programs are, in general, nonconvex and consequently are difficult to solve. Here, we consider a particular case in which the ratio is the quotient of a quadratic form and a positive concave function. The dual of such a problem is constructed and a numerical example is given.
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页码：239 / 245
页数：6
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