Accession Number:

AD0783024

Title:

Fractional Programming: Transformations, Duality and Algorithmic Aspects.

Descriptive Note:

Technical rept.,

Corporate Author:

STANFORD UNIV CALIF DEPT OF OPERATIONS RESEARCH

Personal Author(s):

Report Date:

1973-11-01

Pagination or Media Count:

48.0

Abstract:

Recently concave-convex fractional programs were related to parametric convex programs by Jagannathan, Dinkelbach and Geoffrion. It will be shown that these problems can also be represented by a single convex program. Thus basic duality theorems of convex programming can be extended to concave-convex fractional programs. In a more particular case an extension of a converse duality theorem of quadratic programming can be proved. Finally, for Dinkelbachs algorithm solving the equivalent parametric program, the rate of convergence as well as error-estimates are determined. Some modifications using duality also are proposed. Author

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE