“Componentwise Fractional Programming with Application to Resource Allocation”
Authors: Kåre M. Mjelde,Affiliation: Det Norske Veritas (DNV)
Reference: 1983, Vol 4, No 2, pp. 117-123.
Keywords: Fractional programming, non-linear programming, componentwise programming, resource allocation, optimalization
Abstract: A fractional programming problem is considered of the maximization of the ratio of a concave and a convex function, with each variable occurring in a single convex component constraint. A componentwise solution algorithm is given; each component-problem being defined by a weighted difference of thc,concave and the convex functions of the given fractional objective function; the relative weight being recalculated after each componentwise optimization.
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DOI: 10.4173/mic.1983.2.6DOI forward links to this article:
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BibTeX:
@article{MIC-1983-2-6,
title={{Componentwise Fractional Programming with Application to Resource Allocation}},
author={Mjelde, Kåre M.},
journal={Modeling, Identification and Control},
volume={4},
number={2},
pages={117--123},
year={1983},
doi={10.4173/mic.1983.2.6},
publisher={Norwegian Society of Automatic Control}
};