
Accession Number : AD0783024
Title : Fractional Programming: Transformations, Duality and Algorithmic Aspects.
Descriptive Note : Technical rept.,
Corporate Author : STANFORD UNIV CALIF DEPT OF OPERATIONS RESEARCH
Personal Author(s) : Schaible,Siegfried
Report Date : NOV 1973
Pagination or Media Count : 48
Abstract : Recently concaveconvex fractional programs were related to parametric convex programs by Jagannathan, Dinkelbach and Geoffrion. It will be shown that these problems can also be represented by a single convex program. Thus basic duality theorems of convex programming can be extended to concaveconvex fractional programs. In a more particular case an extension of a converse duality theorem of quadratic programming can be proved. Finally, for Dinkelbach's algorithm solving the equivalent parametric program, the rate of convergence as well as errorestimates are determined. Some modifications using duality also are proposed. (Author)
Descriptors : *Quadratic programming, *Nonlinear programming, Transformations(Mathematics), Convex sets, Theorems
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE