An inexact proximal point method for solving generalized fractional programs

DOI10.1007/s10898-007-9270-xzbMath1193.90200OpenAlexW2079646161MaRDI QIDQ1024832

Jean-Pierre Crouzeix, Jacques A. Ferland, Van Hien Nguyen, Jean Jacques Strodiot

Publication date: 17 June 2009

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-007-9270-x

zbMATH Keywords

bundle methodsDinkelbach algorithms

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Fractional programming (90C32)

Related Items (15)

A DC approach for minimax fractional optimization programs with ratios of convex functions ⋮ Optimality conditions and a method of centers for minimax fractional programs with difference of convex functions ⋮ A proximal point algorithm for generalized fractional programs ⋮ A new linearization technique for minimax linear fractional programming ⋮ Convergence of a proximal algorithm for solving the dual of a generalized fractional program ⋮ Prox-dual regularization algorithm for generalized fractional programs ⋮ Dual method of centers for solving generalized fractional programs ⋮ Proximal bundle methods based on approximate subgradients for solving Lagrangian duals of minimax fractional programs ⋮ Augmented Lagrangian dual for nonconvex minimax fractional programs and proximal bundle algorithms for its resolution ⋮ Proximal bundle algorithms for nonlinearly constrained convex minimax fractional programs ⋮ Prox-regularization of the dual method of centers for generalized fractional programs ⋮ Optimality conditions and DC-Dinkelbach-type algorithm for generalized fractional programs with ratios of difference of convex functions ⋮ Proximal-type methods with generalized Bregman functions and applications to generalized fractional programming ⋮ Duality Results and Dual Bundle Methods Based on the Dual Method of Centers for Minimax Fractional Programs ⋮ An effective branch and bound algorithm for minimax linear fractional programming

Cites Work

• Unnamed Item
• Unnamed Item
• Solving continuous min-max problems by an iterative entropic regularization method.
• Convergence of the approximate auxiliary problem method for solving generalized variational inequalities
• An algorithm for generalized fractional programs
• A bundle method for solving equilibrium problems
• A note on an algorithm for generalized fractional programs
• Proximal point methods and nonconvex optimization
• Convergence of some algorithms for convex minimization
• Prox-regularization methods for generalized fractional programming
• Convergence of Prox-Regularization Methods for Generalized Fractional Programming
• Optimization and nonsmooth analysis
• Monotone Operators and the Proximal Point Algorithm
• A Fast Algorithm for a Class of Generalized Fractional Programs
• Minimizing Nonconvex Nonsmooth Functions via Cutting Planes and Proximity Control
• A Bundle Method for Solving Variational Inequalities

This page was built for publication: An inexact proximal point method for solving generalized fractional programs