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

Cambini Riccardo; Carosi Laura; Martein LauraValipour Ezat

首页> 外文期刊>Mathematical methods of operations research >Simplex-like sequential methods for a class of generalized fractional programs

【24h】

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

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

获取原文

获取原文并翻译 | 示例

获取外文期刊封面封底 >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相关主题

摘要

A sequential method for a class of generalized fractional programming problems is proposed. The considered objective function is the ratio of powers of affine functions and the feasible region is a polyhedron, not necessarily bounded. Theoretical properties of the optimization problem are first established and the maximal domains of pseudoconcavity are characterized. When the objective function is pseudoconcave in the feasible region, the proposed algorithm takes advantage of the nice optimization properties of pseudoconcave functions; the particular structure of the objective function allows to provide a simplex-like algorithm even when the objective function is not pseudoconcave. Computational results validate the nice performance of the proposed algorithm.

著录项

来源
《Mathematical methods of operations research》 |2017年第1期|77-96|共20页
作者
Cambini Riccardo; Carosi Laura; Martein LauraValipour Ezat;
展开▼
作者单位

Univ Pisa, Dept Econ & Management, Via Ridolfi,10, I-56124 Pisa, Italy;

Shahid Bahonar Univ Kerman, Dept Appl Math, Kerman, Iran;

展开▼
收录信息
原文格式 PDF
正文语种英语
中图分类运筹学;
关键词
Generalized fractional programming; Pseudoconcavity; Sequential methods; Global optimization;

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

摘要

著录项

相关主题

期刊订阅