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Approximation of linear fractional-multiplicative problems

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Abstract

In this paper we propose a Fully Polynomial Time Approximation Scheme for a class of optimization problems where the feasible region is a polyhedral one and the objective function is the sum or product of ratios of linear functions. The class includes the well known ones of Linear (Sum-of-Ratios) Fractional Programming and Multiplicative Programming.

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Authors and Affiliations

  1. Dipartimento di Informatica, Università di Torino, Corso Svizzera, 185, 10149, Torino, Italy

    Daniele Depetrini & Marco Locatelli

  2. Dipartimento di Ingegneria Informatica, Universitá di Parma, Viale G.P. Usberti 181/A, 43124, Parma, Italy

    Marco Locatelli

Authors
  1. Daniele Depetrini
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  2. Marco Locatelli
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Correspondence to Marco Locatelli.

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Depetrini, D., Locatelli, M. Approximation of linear fractional-multiplicative problems. Math. Program. 128, 437–443 (2011). https://doi.org/10.1007/s10107-009-0309-2

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  • DOI: https://doi.org/10.1007/s10107-009-0309-2

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