Accession Number : AD0665337
Title : NONLINEAR FRACTIONAL PROGRAMMING.
Descriptive Note : Technical summary rept.,
Corporate Author : WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
Personal Author(s) : Mangasarian,O. L.
Report Date : DEC 1967
Pagination or Media Count : 18
Abstract : The purpose of this note is to single out a class of nonlinear programming problems with linear constraints and an objective function (not necessarily convex) which is a ratio of two nonlinear functions, and to show how to solve these problems by solving a sequence of linear programs (the Frank-Wolfe algorithm). As an application, we show how to handle a class of bi-nonlinear objective functions (that is, functions which are the product of two nonlinear functions). (Author)
Descriptors : (*MATHEMATICAL PROGRAMMING, OPTIMIZATION), PROBLEM SOLVING, SEQUENCES(MATHEMATICS), ALGORITHMS, CONVERGENCE, LINEAR PROGRAMMING, REAL NUMBERS
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE