Convergence of a proximal algorithm for solving the dual of a generalized fractional program

DOI10.1051/ro/2017004zbMath1393.90113OpenAlexW2564138804MaRDI QIDQ4578155

Mostafa El Haffari, Ahmed Roubi

Publication date: 8 August 2018

Published in: RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ro/2017004

zbMATH Keywords

Lagrange dualityproximal point algorithmDinkelbach-type algorithmsmulti-ratio fractional programs

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical methods involving duality (49M29) Fractional programming (90C32) Numerical methods based on nonlinear programming (49M37) Optimality conditions for minimax problems (49K35)

Related Items (9)

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 ⋮ An entropic regularized method of centers for continuous minimax problem with semi infinite constraints ⋮ 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 ⋮ Duality Results and Dual Bundle Methods Based on the Dual Method of Centers for Minimax Fractional Programs

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