Generic Algorithm for Generalized Fractional Programming

被引:0
|
作者
H. J. Chen
S. Schaible
R. L. Sheu
机构
[1] National Cheng Kung University,Department of Mathematics
[2] University of California,A.G. Anderson Graduate School of Management
[3] Chung Yuan Christian University,Department of Applied Mathematics
关键词
Generalized fractional programming; Dinkelbach-type algorithm; Convergence analysis;
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中图分类号
学科分类号
摘要
We propose a unified framework to study various versions of Dinkelbach-type algorithms for solving the generalized fractional programming problem. Classical algorithms used carefully selected iterate points and incorporated subtle convergence proofs. Our generic algorithm, however, is natural and simple. Moreover, the convergence analysis can be carried out through geometric observations and fundamental properties of convex functions. Consequently, the classical results are either refined or strengthened with new insights.
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页码:93 / 105
页数:12
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