Using the Dinkelbach-type algorithm to solve the continuous-time linear fractional programming problems (Q625648)

The authors consider a continuous-time inequality constrained linear fractional programming problem in the space of all measurable, nonnegative and essentially bounded real-valued functions on the time interval \([0,T]\). They propose a discrete approximation method to solve an auxiliary parametric continuous-time linear problem together with its dual. This method is then combined with a Dinkelbach-type algorithm for solving the original problem. Two numerical examples are provided.