Generalized fractional programming and cutting plane algorithms

Conference · Sat Dec 31 04:00:00 EST 1994

OSTI ID:35809

Barros, A; Frenk, J B.G.

In this presentation we introduce a variant of a cutting plane algorithm and show that this algorithm reduces to the well-known Dinkelbach type procedure of Crouzeix, Ferland and Schaible if our optimization problem is a generalized fractional program. By this observation an easy geometrical interpretation of one of the most important algorithms in generalized fractional programming is obtained. Moreover, it is shown that the convergence of the Dinkelbach type procedure is a direct consequence of the properties of this cutting plane method. Finally, a class of generalized fractional programs is considered where the standard positivity assumption on the denominators of the ratios of the objective function has to be explicitly imposed. It is also shown when using a Dinkelbach type approach for this class of programs that the constraints ensuring the positivity on the denominators can be dropped.

• OSTI ID: 35809
• Report Number(s): CONF-9408161--
• Country of Publication: United States
• Language: English

Related Subjects

99 GENERAL AND MISCELLANEOUS
ALGORITHMS
CONVERGENCE
MATRICES
NUMERICAL SOLUTION
PARALLEL PROCESSING