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Fractional Programming: Transformations, Duality and Algorithmic Aspects

Stanford University. Department of Operations Research. Operations Research House

出版	Defense Technical Information Center, 1973
URL	http://books.google.com.hk/books?id=EsgEAAAAIAAJ&hl=&source=gbs_api

註釋

Recently concave-convex fractional programs were related to parametric convex programs by Jagannathan, Dinkelbach and Geoffrion. It will be shown that these problems can also be represented by a single convex program. Thus basic duality theorems of convex programming can be extended to concave-convex fractional programs. In a more particular case an extension of a converse duality theorem of quadratic programming can be proved. Finally, for Dinkelbach's algorithm solving the equivalent parametric program, the rate of convergence as well as error-estimates are determined. Some modifications using duality also are proposed. (Author).