Simplex-like sequential methods for a class of generalized fractional programs
AbstractWe deal with a class of generalized fractional programming problems having a polyhedral feasible region and as objective the ratio of an affine function and the power p > 0 of an affine one. We aim to propose simplex-like sequential methods for finding the global maximum points. As the objective function may have local maximum points not global, we analyze the theoretical properties of the problem; in particular, we study the maximal domains of the pseudoconcavity of the function. Depending on whether or not the objective is pseudoconcave on the feasible set, we suggest different algorithms.
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Bibliographic InfoPaper provided by Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy in its series Discussion Papers with number 2013/168.
Date of creation: 16 Jul 2013
Date of revision:
Generalized fractional programming; Pseudoconcavity; Sequential methods.;
Find related papers by JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
This paper has been announced in the following NEP Reports:
- NEP-ALL-2013-07-28 (All new papers)
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