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A sequential method for a class of pseudoconcave fractional problems

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Abstract

The aim of the paper is to maximize a pseudoconcave function which is the sum of a linear and a linear fractional function subject to linear constraints. Theoretical properties of the problem are first established and then a sequential method based on a simplex-like procedure is suggested.

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Authors and Affiliations

  1. Department of Statistics and Applied Mathematics, University of Pisa, Via Ridolfi 10, 56124, Pisa, Italy

    Laura Carosi & Laura Martein

Authors
  1. Laura Carosi
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  2. Laura Martein
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Correspondence to Laura Carosi.

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Carosi, L., Martein, L. A sequential method for a class of pseudoconcave fractional problems. cent.eur.j.oper.res. 16, 153–164 (2008). https://doi.org/10.1007/s10100-007-0050-y

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  • DOI: https://doi.org/10.1007/s10100-007-0050-y

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