A sequential method for a class of pseudoconcave fractional problems

The aim of the paper is to maximize a pseudoconcave function which is the sum of a linear and a linear fractional function subject to linear constraints. Theoretical properties of the problem are first established and then a sequential method based on a simplex-like procedure is suggested.

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Bibliographic Details
Published in:Central European journal of operations research 2008-06, Vol.16 (2), p.153-164
Main Authors: Carosi, Laura, Martein, Laura
Format: Article
Language:English
Subjects:
Business and Management
Functional equations
Functions
Linear algebra
Mathematical optimization
Mathematical programming
Operations research
Operations Research/Decision Theory
Optimization
Original Paper
Studies
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Description
Summary:The aim of the paper is to maximize a pseudoconcave function which is the sum of a linear and a linear fractional function subject to linear constraints. Theoretical properties of the problem are first established and then a sequential method based on a simplex-like procedure is suggested.
ISSN:1435-246X
1613-9178
DOI:10.1007/s10100-007-0050-y