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.
Autori interni: | |
Autori: | CAMBINI A.; MARTEIN L.; SCHAIBLE S. |
Titolo: | On maximizing a sum of ratios |
Anno del prodotto: | 1989 |
Digital Object Identifier (DOI): | 10.1080/02522667.1989.10698952 |
Appare nelle tipologie: | 1.1 Articolo in rivista |
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