Fractional Programming

Frenk, J. B. G.; Schaible, Siegfried

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Fractional Programming

ERIM Report Series Reference No. ERS-2004-074-LIS

60 Pages Posted: 26 Aug 2006 Last revised: 26 Aug 2011

See all articles by J. B. G. Frenk

J. B. G. Frenk

Erasmus University, Rotterdam (EUR) - Department of Econometrics ; Erasmus University, Rotterdam (EUR) - Erasmus Research Institute of Management (ERIM)

Siegfried Schaible

University of California, Riverside (UCR) - A. Gary Anderson Graduate School of Management

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

Frenk, J.B.G. (Hans) and Schaible, Siegfried, Fractional Programming (September 17, 2004). ERIM Report Series Reference No. ERS-2004-074-LIS, Available at SSRN: https://ssrn.com/abstract=595012