Journal of Optimization Theory and Applications

, Volume 47, Issue 1, pp 35–49 | Cite as

An algorithm for generalized fractional programs

  • J. P. Crouzeix
  • J. A. Ferland
  • S. Schaible
Contributed Papers

Abstract

An algorithm is suggested that finds the constrained minimum of the maximum of finitely many ratios. The method involves a sequence of linear (convex) subproblems if the ratios are linear (convex-concave). Convergence results as well as rate of convergence results are derived. Special consideration is given to the case of (a) compact feasible regions and (b) linear ratios.

Key Words

Fractional programming multi-ratio programming convergence rate of convergence 

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Copyright information

© Plenum Publishing Corporation 1985

Authors and Affiliations

  • J. P. Crouzeix
    • 1
  • J. A. Ferland
    • 2
  • S. Schaible
    • 3
  1. 1.Département de Mathématiques AppliquéesUniversité de Clermont IIAubièreFrance
  2. 2.Département d'Informatique et de Recherche OpérationelleUniversité de MontréalMontréalCanada
  3. 3.Department of Finance and Management Science, Faculty of BusinessUniversity of AlbertaEdmontonCanada

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