A Unified Monotonic Approach to Generalized Linear Fractional Programming

  • Authors:
  • Nguyen Thi Hoai Phuong;Hoang Tuy

  • Affiliations:
  • Institute of Mathematics, PO Box 631, Bo Ho, Hanoi, Vietnam;Institute of Mathematics, PO Box 631, Bo Ho, Hanoi, Vietnam(e-mail: htuy@hn.vnn.vn)

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 2003

Quantified Score

Hi-index 0.00

Visualization

Abstract

We present an efficient unified method for solving a wide class of generalized linear fractional programming problems. This class includes such problems as: optimizing (minimizing or maximizing) a pointwise maximum or pointwise minimum of a finite number of ratios of linear functions, optimizing a sum or product of such ratios, etc. – over a polytope. Our approach is based on the recently developed theory of monotonic optimization.