“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.

PDF PDF (1323 Kb)        DOI: 10.4173/mic.1983.2.6

DOI forward links to this article:
[1] I.M. Stancu-Minasian (1992), doi:10.1080/02331939208843744
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  title={{Componentwise Fractional Programming with Application to Resource Allocation}},
  author={Mjelde, Kåre M.},
  journal={Modeling, Identification and Control},
  publisher={Norwegian Society of Automatic Control}