1998
A duality theory for a class of generalized fractional programs
Publication
Publication
Journal of Global Optimization , Volume 12 - Issue 3 p. 239- 245
In generalized fractional programming, one seeks to minimize the maximum of a finite number of ratios. Such programs are, in general, nonconvex and consequently are difficult to solve. Here, we consider a particular case in which the ratio is the quotient of a quadratic form and a positive concave function. The dual of such a problem is constructed and a numerical example is given.
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| doi.org/10.1023/A:1008274708071, hdl.handle.net/1765/11535 | |
| Journal of Global Optimization | |
| Organisation | Erasmus School of Economics |
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Scott, C. H., Jefferson, T. R., & Frenk, H. (1998). A duality theory for a class of generalized fractional programs. Journal of Global Optimization, 12(3), 239–245. doi:10.1023/A:1008274708071 |
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