Abstract
Nonlinear programming problems are considered where the objective function involves several ratios. We review recent results concerning three classes of multi-ratio fractional programs: 1) maximization of a sum of ratios, 2) maximization of the smallest of several ratios, and 3) multiobjective fractional programs. In addition to these results open problems are addressed as well.
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Schaible, S. (1988). Multi-Ratio Fractional Programing — A Survey. In: Kurzhanski, A., Neumann, K., Pallaschke, D. (eds) Optimization, Parallel Processing and Applications. Lecture Notes in Economics and Mathematical Systems, vol 304. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-46631-1_7
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DOI: https://doi.org/10.1007/978-3-642-46631-1_7
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