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A Unified Monotonic Approach to Generalized Linear Fractional Programming

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Abstract

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.

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Authors and Affiliations

  1. Institute of Mathematics, PO Box 631, Bo Ho, Hanoi, Vietnam

    Nguyen Thi Hoai Phuong & Hoang Tuy

Authors
  1. Nguyen Thi Hoai Phuong
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  2. Hoang Tuy
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Thi Hoai Phuong, N., Tuy, H. A Unified Monotonic Approach to Generalized Linear Fractional Programming. Journal of Global Optimization 26, 229–259 (2003). https://doi.org/10.1023/A:1023274721632

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  • DOI: https://doi.org/10.1023/A:1023274721632

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