Fractional Programming
60 Pages Posted: 26 Aug 2006 Last revised: 26 Aug 2011
Date Written: September 17, 2004
Abstract
Single-ratio and multi-ratio fractional programs in applications are often generalized convex programs. We begin with a survey of applications of single-ratio fractional programs, min-max fractional programs and sum-of-ratios fractional programs. Given the limited advances for the latter class of problems, we focus on an analysis of min-max fractional programs. A parametric approach is employed to develop both theoretical and algorithmic results.
Keywords: parametric approach, Single-ratio fractional programs, min-max fractional programs, sum-of-ratios fractional programs, applications of fractional programs to management science and engineering, generalized fractional programs
JEL Classification: R4, M, M11, C69
Suggested Citation: Suggested Citation
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