The problem of maximizing the sum of m concave-convex fractional functions on a convex set is shown to be equivalent to the one whose objective function f is the sum of m linear fractional functions defined on a suitable convex set; successively, f is transformed into the sum of one linear function and (m — 1) linear fractional functions. As a special case, the problem of maximizing the sum of two linear fractional functions subject to linear constraints is considered. Theoretical properties are studied and an algorithm converging in a finite number of iterations is proposed.

On maximizing a sum of ratios

CAMBINI, ALBERTO;MARTEIN, LAURA;
1989-01-01

Abstract

The problem of maximizing the sum of m concave-convex fractional functions on a convex set is shown to be equivalent to the one whose objective function f is the sum of m linear fractional functions defined on a suitable convex set; successively, f is transformed into the sum of one linear function and (m — 1) linear fractional functions. As a special case, the problem of maximizing the sum of two linear fractional functions subject to linear constraints is considered. Theoretical properties are studied and an algorithm converging in a finite number of iterations is proposed.
1989
Cambini, Alberto; Martein, Laura; Schaible, S.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11568/14015
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