ISSN:
1573-2878
Keywords:
Fractional programming
;
lower subdifferentiable functions
;
duality
;
optimality conditions
;
cutting planes
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract The notion of lower subdifferentiability is applied to the analysis of convex fractional programming problems. In particular, duality results and optimality conditions are presented, and the applicability of a cutting-plane algorithm using lower subgradients is discussed. These methods are useful also in generalized fractional programming, where, in the linear case, the performance of the cutting-plane algorithm is compared with that of the most efficient version of the Dinkelbach method, which is based on the solution of a parametric linear programming problem.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00939937
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