An efficient algorithm for solving convex-convex quadratic fractional programs

DOI10.1007/s10957-007-9188-yzbMath1151.90560OpenAlexW2080740821MaRDI QIDQ946299

Hiroshi Konno, Rei Yamamoto

Publication date: 23 September 2008

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-007-9188-y

zbMATH Keywords

global optimizationinteger programminglocal search algorithmsportfolio analysisdinkelbach methodnonconvex quadratic programming problemsnonlinear fractional programs

Mathematics Subject Classification ID

Fractional programming (90C32)

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