IDEAS home Printed from https://ideas.repec.org/p/pie/dsedps/2013-168.html
   My bibliography  Save this paper

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

Author

Listed:
  • Laura Carosi
  • Laura Martein
  • Ezat Valipour

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.

Suggested Citation

  • Laura Carosi & Laura Martein & Ezat Valipour, 2013. "Simplex-like sequential methods for a class of generalized fractional programs," Discussion Papers 2013/168, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
    • Handle: RePEc:pie:dsedps:2013/168
    Note: ISSN 2039-1854
    as

    Download full text from publisher

    File URL: https://www.ec.unipi.it/documents/Ricerca/papers/2013-168.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. H. P. Benson, 2003. "Generating Sum-of-Ratios Test Problems in Global Optimization," Journal of Optimization Theory and Applications, Springer, vol. 119(3), pages 615-621, December.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Laura Carosi & Laura Martein, 2008. "A sequential method for a class of pseudoconcave fractional problems," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 16(2), pages 153-164, June.
    2. H. P. Benson, 2004. "On the Global Optimization of Sums of Linear Fractional Functions over a Convex Set," Journal of Optimization Theory and Applications, Springer, vol. 121(1), pages 19-39, April.

    More about this item

    Keywords

    Generalized fractional programming; Pseudoconcavity; Sequential methods.;
    All these keywords.

    JEL classification:

    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pie:dsedps:2013/168. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/dspisit.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.