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Method of Centers for Generalized Fractional Programming

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  • A. Roubi

    (Faculté des Sciences et Techniques, Département de Mathématiques et Informatique)

Abstract

We propose an algorithm to solve generalized fractional programming problems. The proposed algorithm combines the parametric approach and the Huard method of centers. A minimum of the problem is obtained by solving a sequence of unconstrained optimization problems.

Suggested Citation

  • A. Roubi, 2000. "Method of Centers for Generalized Fractional Programming," Journal of Optimization Theory and Applications, Springer, vol. 107(1), pages 123-143, October.
    • Handle: RePEc:spr:joptap:v:107:y:2000:i:1:d:10.1023_a:1004660917684
    DOI: 10.1023/A:1004660917684
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    References listed on IDEAS

    as
    1. Sniedovich, Moshe, 1988. "Fractional programming revisited," European Journal of Operational Research, Elsevier, vol. 33(3), pages 334-341, February.
    2. Werner Dinkelbach, 1967. "On Nonlinear Fractional Programming," Management Science, INFORMS, vol. 13(7), pages 492-498, March.
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    Citations

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    Cited by:

    1. Karima Boufi & Mostafa El Haffari & Ahmed Roubi, 2020. "Optimality Conditions and a Method of Centers for Minimax Fractional Programs with Difference of Convex Functions," Journal of Optimization Theory and Applications, Springer, vol. 187(1), pages 105-132, October.
    2. K. Boufi & A. Roubi, 2017. "Dual method of centers for solving generalized fractional programs," Journal of Global Optimization, Springer, vol. 69(2), pages 387-426, October.
    3. Birbil, S.I. & Frenk, J.B.G. & Zhang, S., 2004. "Generalized Fractional Programming With User Interaction," Econometric Institute Research Papers ERS-2004-033-LIS, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    4. Smail Addoune & Karima Boufi & Ahmed Roubi, 2018. "Proximal Bundle Algorithms for Nonlinearly Constrained Convex Minimax Fractional Programs," Journal of Optimization Theory and Applications, Springer, vol. 179(1), pages 212-239, October.
    5. H. Boualam & A. Roubi, 2019. "Proximal bundle methods based on approximate subgradients for solving Lagrangian duals of minimax fractional programs," Journal of Global Optimization, Springer, vol. 74(2), pages 255-284, June.
    6. Birbil, S.I. & Frenk, J.B.G. & Zhang, S., 2004. "Generalized Fractional Programming With User Interaction," ERIM Report Series Research in Management ERS-2004-033-LIS, 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.
    7. Gleb Beliakov & Albert Ferrer, 2010. "Bounded lower subdifferentiability optimization techniques: applications," Journal of Global Optimization, Springer, vol. 47(2), pages 211-231, June.

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