Abstract
In this note we consider an algorithm for quasiconcave nonlinear fractional programming problems, based on ranking the vertices of a linear fractional programming problem and techniques from global optimization.
Similar content being viewed by others
References
V. A. Cabot and R. L. Francis,Solving certain nonconvex quadratic minimization problems by ranking the extreme points, Operations Research Vol. 8, No. 4 (1970), 82–86.
O. L. Mangasarian,Nonlinear Programming, McGraw-Hill Inc. N.Y. (1969).
T. H. Matheiss and D. S. Rubin,A survey and comparison of methods for finding all vertices of convex polyhedral sets, Operations Research Vol. 5 (1980), 167–185.
K. G. Murty,Solving the fixed charge problem by ranking the extreme points, Operations Research Vol. 18 (1968), 268–279.
P. M. Pardalos and J. B. Rosen,Concave global minimization: A bibliographic survey, To appear in SIAM Review Vol. 28, No. 3 (1986).
P. M. Pardalos and J. B. Rosen,Global minimization of large scale constrained concave quadratic problems by separable programming, Mathematical Programming 34 (1986), 163–174.
S. Schaible,Fractional programming: Applications and algorithms, European Journal of Operations Research, Vol. 7 (1981), 111–120.
S. Schaible,Quasiconcave, strictly quasiconcave and pseudoconcave functions, Methods of Operations Research 17 (1972), 308–316.
S. Storøy,Ranking of vertices in the linear fractional programming problem, BIT 23 (1983), No. 3, 403–405.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Pardalos, P.M. An algorithm for a class of nonlinear fractional problems using ranking of the vertices. BIT 26, 392–395 (1986). https://doi.org/10.1007/BF01933719
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/BF01933719