A Note on the Paper Fractional Programming with Convex Quadratic Forms and Functions by H.P.Benson

6 Pages Posted: 26 Aug 2006

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)

Date Written: March 2005 4,

Abstract

In this technical note we give a short proof based on standard results in convex analysis of some important characterization results listed in Theorem 3 and 4 of [1]. Actually our result is slightly general since we do not specify the convex set X. For clarity we use the same notation for the different equivalent optimization problems as done in [1].

Keywords: ratio of a convex quadratic and a convex function, global optimalization, single ratio fractional programming

JEL Classification: M, M11, C61, R4

Suggested Citation

Frenk, J.B.G. (Hans), A Note on the Paper Fractional Programming with Convex Quadratic Forms and Functions by H.P.Benson (March 2005 4,). ERIM Report Series Reference No. ERS-2005-004-LIS. Available at SSRN: https://ssrn.com/abstract=797933

J.B.G. (Hans) Frenk (Contact Author)

Erasmus University, Rotterdam (EUR) - Department of Econometrics ( email )

P.O. Box 1738
3000 DR Rotterdam
Netherlands
+31 0 10 408 1257 (Phone)
+31 0 10 408 9162 (Fax)

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

P.O. Box 1738
3000 DR Rotterdam
Netherlands

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