A DUALITY-THEORY FOR A CLASS OF GENERALIZED FRACTIONAL PROGRAMS

Authors
SCOTT CH JEFFERSON TR FRENK JBG
Citation
Ch. Scott et al., A DUALITY-THEORY FOR A CLASS OF GENERALIZED FRACTIONAL PROGRAMS, Journal of global optimization, 12(3), 1998, pp. 239-245
Citations number
18
Categorie Soggetti
Mathematics,"Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science
Journal title
Journal of global optimization → ACNP
ISSN journal
09255001
Volume
12
Issue
3
Year of publication
1998
Pages
239 - 245
Database
ISI
SICI code
0925-5001(1998)12:3<239:ADFACO>2.0.ZU;2-Y
Abstract
In generalized fractional programming, one seeks to minimize the maxim um of a finite number of ratios. Such programs are, in general, noncon vex and consequently are difficult to solve. Here, we consider a parti cular 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.