A Unified Monotonic Approach to Generalized Linear Fractional Programming

We present an efficient unified method for solving a wide class of generalized linear fractional programming problems. This class includes such problems as: optimizing (minimizing or maximizing) a pointwise maximum or pointwise minimum of a finite number of ratios of linear functions, optimizing a s...

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Bibliographic Details
Published in:Journal of global optimization 2003-07, Vol.26 (3), p.229
Main Authors: Nguyen Thi Hoai Phuong, Hoang Tuy
Format: Article
Language:English
Subjects:
Algorithms
Methods
Optimization
Polytopes
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Summary:We present an efficient unified method for solving a wide class of generalized linear fractional programming problems. This class includes such problems as: optimizing (minimizing or maximizing) a pointwise maximum or pointwise minimum of a finite number of ratios of linear functions, optimizing a sum or product of such ratios, etc. - over a polytope. Our approach is based on the recently developed theory of monotonic optimization.
ISSN:0925-5001
1573-2916
DOI:10.1023/A:1023274721632