NONLINEAR FRACTIONAL PROGRAMMING.

Abstract

The purpose of this note is to single out a class of nonlinear programming problems with linear constraints and an objective function (not necessarily convex) which is a ratio of two nonlinear functions, and to show how to solve these problems by solving a sequence of linear programs (the Frank-Wolfe algorithm). As an application, we show how to handle a class of bi-nonlinear objective functions (that is, functions which are the product of two nonlinear functions). (Author)

Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1967
Accession Number
AD0665337

Entities

People

  • Olvi L. Mangasarian

Organizations

  • University of Wisconsin–Madison

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Applied Mathematics
  • Computer Programming
  • Evolutionary Algorithms
  • Heuristic Methods
  • Interdisciplinary Science
  • Linear Programming
  • Mathematical Programming
  • Mathematics
  • Nonlinear Programming
  • Operations Research
  • Sequences

Fields of Study

  • Mathematics

Readers

  • Operations Research