A new algorithm for generalized fractional programming
Conference
·
OSTI ID:35808
A new algorithm for generalized fractional programs is introduced. This algorithm can be seen as {open_quotes}dual{close_quotes} to the Dinkelbach-type approach since it approximates the optimal value of the generalized fractional program from below. Convergence results as well as rate of convergence results are derived. An easy condition to achieve superlinear convergence of this new algorithm is also established. The numerical results, in case of quadratic-linear ratios and linear constraints, show that the performance of the new algorithm is superior to that of the generalized Dinkelbach type algorithm.
- OSTI ID:
- 35808
- Report Number(s):
- CONF-9408161--
- Country of Publication:
- United States
- Language:
- English
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