Charnes and Cooper (1962) reduced a linear fractional program to a linear program with help of a suitable transformation of variables. We show that this transformation preserves pseudoconvexity of a function. The result is then used to characterize sums of two linear fractional functions which are still pseudoconvex. This in turn leads to a characterization of pseudolinear sums of two linear fractional functions.

On the pseudoconvexity of the sum of two linear fractional functions

MARTEIN, LAURA;CAMBINI, ALBERTO;
2005-01-01

Abstract

Charnes and Cooper (1962) reduced a linear fractional program to a linear program with help of a suitable transformation of variables. We show that this transformation preserves pseudoconvexity of a function. The result is then used to characterize sums of two linear fractional functions which are still pseudoconvex. This in turn leads to a characterization of pseudolinear sums of two linear fractional functions.
2005
Martein, Laura; Cambini, Alberto; Schaible, S.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11568/174211
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