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Simplex-like sequential methods for a class of generalized fractional programs

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  • Laura Carosi
  • Laura Martein
  • Ezat Valipour
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    Abstract

    We 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 Info

    Paper provided by Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy in its series Discussion Papers with number 2013/168.

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    Date of creation: 16 Jul 2013
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    Handle: RePEc:pie:dsedps:2013/168

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    Related research

    Keywords: Generalized fractional programming; Pseudoconcavity; Sequential methods.;

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