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Fractional Programming

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Author Info
Frenk, J.B.G.
Schaible, S. (Erasmus Research Institute of Management (ERIM), RSM Erasmus University)
Abstract

Single-ratio and multi-ratio fractional programs in applications are often generalized convex programs. We begin with a survey of applications of single-ratio fractional programs, min-max fractional programs and sum-of-ratios fractional programs. Given the limited advances for the latter class of problems, we focus on an analysis of min-max fractional programs. A parametric approach is employed to develop both theoretical and algorithmic results.

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Paper provided by Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. in its series Research Paper with number ERS-2004-074-LIS Revision_Date: 2009-07-29.

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Date of creation: 17 Sep 2004
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Handle: RePEc:dgr:eureri:30001747

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Related research
Keywords: Single-ratio fractional programs; min-max fractional programs; generalized fractional programs; sum-of-ratios fractional programs; parametric approach; applications of fractional programs to management science and engineering;

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References listed on IDEAS
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  1. Schaible, Siegfried, 1981. "Fractional programming: Applications and algorithms," European Journal of Operational Research, Elsevier, vol. 7(2), pages 111-120, June. [Downloadable!] (restricted)
  2. Barros, A.I. & Frenk, J.B.G. & Gromicho, J.A.S., 1997. "Fractional location problems," Econometric Institute Report Revision_Date: 2009-09-0, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  3. Frenk, J.B.G. & Dekker, R. & Kleijn, M.J., 1996. "A note on the marginal cost approach in maintenance," Econometric Institute Report 25, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
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  4. Lo, Andrew W. & Mackinlay, A. Craig, 1997. "Maximizing Predictability In The Stock And Bond Markets," Macroeconomic Dynamics, Cambridge University Press, vol. 1(01), pages 102-134, January. [Downloadable!]
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  5. Birbil, S.I. & Frenk, J.B.G. & Zhang, S., 2004. "Generalized Fractional Programming With User Interaction," Research Paper ERS-2004-033-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  6. Sniedovich, Moshe, 1988. "Fractional programming revisited," European Journal of Operational Research, Elsevier, vol. 33(3), pages 334-341, February. [Downloadable!] (restricted)
  7. J.B.G. Frenk & G. Kassay, 2003. "The level set method of Joo and its use in minimax theory," Econometric Institute Report 303, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  8. Bazsa, E. M. & Frenk, J. B. G. & den Iseger, P. W., 2001. "Modeling of inventory control with regenerative processes," International Journal of Production Economics, Elsevier, vol. 71(1-3), pages 263-276, May. [Downloadable!] (restricted)
  9. Goedhart, Marc H. & Spronk, Jaap, 1995. "Financial planning with fractional goals," European Journal of Operational Research, Elsevier, vol. 82(1), pages 111-124, April. [Downloadable!] (restricted)
  10. Frenk, J. B. G. & Kassay, G. & Kolumban, J., 2004. "On equivalent results in minimax theory," European Journal of Operational Research, Elsevier, vol. 157(1), pages 46-58, August. [Downloadable!] (restricted)
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This page was last updated on 2009-12-16.

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