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A note on an algorithm for generalized fractional programs

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Abstract

We present a modification of an algorithm recently suggested by the same authors in this journal (Ref. 1). The speed of convergence is improved for the same complexity of computation.

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References

  1. Crouzeix, J. P., Ferland, J. A., andSchaible, S.,An Algorithm for Generalized Fractional Programs, Journal of Optimization Theory and Applications, Vol. 47, pp. 35–49, 1985.

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  2. Dinkelbach, W.,On Nonlinear Fractional Programming, Management Science, Vol. 13, pp. 492–498, 1967.

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  3. Schaible, S.,Fractional Programming, II, On Dinkelbach's Algorithm, Management Science, Vol. 22, pp. 868–873, 1976.

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  4. Flachs, J.,Generalized Dinkelbach-Type Algorithms, National Research Institute for Mathematical Science, Pretoria, South Africa, NRIMS Technical Report TWISK 295, 1983.

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  5. Barrodale, I., Powell, M. J. D., andRoberts, F. D. F., The Differential Correction Algorithm for Rationall ∞-approximation, SIAM Journal on Numerical Analysis, Vol. 9, pp. 493–504, 1972.

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Author information

Authors and Affiliations

  1. Départément de Mathématiques Appliquées, Université de Clermont II, Aubière, France

    J. P. Crouzeix (Professor)

  2. Department d'Informatique et de Recherche Opérationelle, Université de Montréal, Montréal, Québec, Canada

    J. A. Ferland (Professor)

  3. Department of Finance and Management Science, Faculty of Business, University of Alberta, Edmonton, Alberta, Canada

    S. Schaible (Professor)

Authors
  1. J. P. Crouzeix
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  2. J. A. Ferland
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  3. S. Schaible
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Additional information

Communicated by M. Avriel

The research of S. Schaible was supported by Grants A4534 and A5408 from NSERC.

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Crouzeix, J.P., Ferland, J.A. & Schaible, S. A note on an algorithm for generalized fractional programs. J Optim Theory Appl 50, 183–187 (1986). https://doi.org/10.1007/BF00938484

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  • DOI: https://doi.org/10.1007/BF00938484

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