Image space analysis of generalized fractional programs
A nonconvex fractional program whose objective \(f(x)= \sum f_ i(x)\), where \(f_ i(x)= n_ i(x)/d_ i(x)\), is the quotient of affine functions, is analyzed in the image space of vectors \((f_ 1(x),f_ 2(x),\dots)\). An iterative procedure is proposed, applying successive cuts to a region of the image space. This approach is extended to products of ratios, or of linear functions.
scientific article; zbMATH DE number 513306
scientific article