Approximation of linear fractional-multiplicative problems

  • Authors:

  • Daniele Depetrini;Marco Locatelli

  • Affiliations:

  • Università di Torino, Dipartimento di Informatica, Corso Svizzera, 185, 10149, Torino, Italy;Università di Torino, Dipartimento di Informatica, Corso Svizzera, 185, 10149, Torino, Italy and Universitá di Parma, Dipartimento di Ingegneria Informatica, Viale G.P. Usberti 181/A ...

  • Venue:
  • Mathematical Programming: Series A and B
  • Year:
  • 2011

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Abstract

In this paper we propose a Fully Polynomial Time Approximation Scheme for a class of optimization problems where the feasible region is a polyhedral one and the objective function is the sum or product of ratios of linear functions. The class includes the well known ones of Linear (Sum-of-Ratios) Fractional Programming and Multiplicative Programming.