Global optimization of fractional programs (Q1186270)

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scientific article; zbMATH DE number 36370
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Global optimization of fractional programs
scientific article; zbMATH DE number 36370

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    Global optimization of fractional programs (English)
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    28 June 1992
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    Dinkelbach's classical parametric algorithm in fractional programming is modified. A sequence of lower and upper bounds of the optimal value of the ratio is constructed and shown to be superlinearly convergent to the optimal value. Additional results are obtained for linear and quadratic fractional programs.
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    Dinkelbach's parametric algorithm
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    superlinear convergence
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