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Journal of Global Optimization

, Volume 26, Issue 3, pp 229–259 | Cite as

A Unified Monotonic Approach to Generalized Linear Fractional Programming

  • Nguyen Thi Hoai Phuong
  • Hoang Tuy
Article

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.

Generalized fractional programming Sum or product of ratios of linear functions Monotonic optimization Global optimization Polyblock approximation approach 

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Copyright information

© Kluwer Academic Publishers 2003

Authors and Affiliations

  • Nguyen Thi Hoai Phuong
    • 1
  • Hoang Tuy
    • 1
  1. 1.Institute of MathematicsBo Ho, HanoiVietnam

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