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Analysis of a class of fractional programming problems - MaRDI portal

Analysis of a class of fractional programming problems (Q1123137)

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scientific article; zbMATH DE number 4108526
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Analysis of a class of fractional programming problems
scientific article; zbMATH DE number 4108526

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    Analysis of a class of fractional programming problems (English)
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    1989
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    It is shown that subject to certain convexity conditions the optimal solution to the problem max g(x)/\(\phi\) (u(x)), \(x\in X\) can be obtained from the solution of the problem max g(x)\(+\lambda u(x)\), \(x\in X\), where \(\lambda\) is an exogenous parameter. A numerical example for the proposed procedure is given.
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    C-programming
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    convexity conditions
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