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 concave-convex 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 concave-convex 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 error-estimates 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