Name
Abstract | ||
|---|---|---|
A new dual problem for convex generalized fractional programs with no duality gap is presented and it is shown how this dual
problem can be efficiently solved using a parametric approach. The resulting algorithm can be seen as “dual” to the Dinkelbach-type
algorithm for generalized fractional programs since it approximates the optimal objective value of the dual (primal) problem
from below. Convergence results for this algorithm are derived and an easy condition to achieve superlinear convergence is
also established. Moreover, under some additional assumptions the algorithm also recovers at the same time an optimal solution
of the primal problem. We also consider a variant of this new algorithm, based on scaling the “dual” parametric function.
The numerical results, in case of quadratic-linear ratios and linear constraints, show that the performance of the new algorithm
and its scaled version is superior to that of the Dinkelbach-type algorithms. From the computational results it also appears
that contrary to the primal approach, the “dual” approach is less influenced by scaling. |
Year | DOI | Venue |
|---|---|---|
1996 | 10.1007/BF02592087 | Math. Program. |
Keywords | Field | DocType |
karush-kuhn-tucker conditions: duality,new algorithm,generalized fractional program,generalized fractional programming,fractional programming,dinkelbach-type algorithms: quasi- convexity,karush kuhn tucker,dual problem | Convergence (routing),Parametric equation,Mathematical optimization,Duality gap,Matrix (mathematics),Algorithm,Parametric statistics,Duality (optimization),Karush–Kuhn–Tucker conditions,Fractional programming,Mathematics | Journal |
Volume | Issue | ISSN |
72 | 2 | 1436-4646 |
Citations | PageRank | References |
16 | 1.94 | 8 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| A. I. Barros | 1 | 29 | 3.17 |
| J. B. G. Frenk | 2 | 47 | 8.02 |
| Siegfried Schaible | 3 | 148 | 25.89 |
| Shuzhong Zhang | 4 | 2808 | 181.66 |