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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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