Simplex-like sequential methods for a class of generalized fractional programs
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.
|Date of creation:||16 Jul 2013|
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