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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
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    File URL: http://www.ec.unipi.it/documents/Ricerca/papers/2013-168.pdf
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    Keywords

    Generalized fractional programming; Pseudoconcavity; Sequential methods.;

    JEL classification:

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

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