On maximizing a sum of ratios

On maximizing a sum of ratios

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Article ID: iaor1989692
Country: India
Volume: 10
Issue: 1
Start Page Number: 65
End Page Number: 79
Publication Date: Jan 1989
Journal: Journal of Information & Optimization Sciences
Authors: , ,
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.

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