Fractional Programming: Transformations, Duality and Algorithmic Aspects.

Abstract

Recently concave-convex fractional programs were related to parametric convex programs by Jagannathan, Dinkelbach and Geoffrion. It will be shown that these problems can also be represented by a single convex program. Thus basic duality theorems of convex programming can be extended to concave-convex fractional programs. In a more particular case an extension of a converse duality theorem of quadratic programming can be proved. Finally, for Dinkelbach's algorithm solving the equivalent parametric program, the rate of convergence as well as error-estimates are determined. Some modifications using duality also are proposed. (Author)

Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1973
Accession Number
AD0783024

Entities

People

  • Siegfried Schaible

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Applied Mathematics
  • Computer Programming
  • Convergence
  • Convex Programming
  • Evolutionary Algorithms
  • Heuristic Methods
  • Interdisciplinary Science
  • Mathematical Programming
  • Mathematics
  • Quadratic Programming

Readers

  • Operations Research