A cutting plane algorithm for min-max fractional programming

A cutting plane algorithm for min-max fractional programming

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Article ID: iaor1989743
Country: India
Volume: 10
Issue: 1
Start Page Number: 177
End Page Number: 192
Publication Date: Jan 1989
Journal: Journal of Information & Optimization Sciences
Authors:
Keywords: programming: fractional
Abstract:

The paper studies the cutting plane algorithm for convex nonsmooth programming and deduces a cutting plane algorithm for (convex) fractional programming. The resultant algorithm is a simpler version of an algorithm due to Crouzeix, Ferland and Schaible.

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