Single-ratio and multi-ratio fractional programs in applications are often generalized convex programs. We begin with a survey of applications of single-ratio fractional programs, min-max fractional programs and sum-of-ratios fractional programs. Given the limited advances for the latter class of problems, we focus on an analysis of min-max fractional programs. A parametric approach is employed to develop both theoretical and algorithmic results.
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|ERIM Report Series Research in Management , Econometric Institute Research Papers|
|Organisation||Erasmus Research Institute of Management|
Frenk, J.B.G, & Schaible, S. (2004). Fractional Programming (No. ERS-2004-074-LIS). Econometric Institute Research Papers. Retrieved from http://hdl.handle.net/1765/1610