| Article ID: | iaor1998930 |
| Country: | United States |
| Volume: | 42 |
| Issue: | 10 |
| Start Page Number: | 1493 |
| End Page Number: | 1499 |
| Publication Date: | Oct 1996 |
| Journal: | Management Science |
| Authors: | Gugat Martin |
| Keywords: | decision, combinatorial analysis |
In many decision problems, criteria occur that can be expressed as ratios. The corresponding optimization problems are nonconvex programs of fractional type. In this paper, an algorithm for the numerical solution of these problems is introduced that converges always at superlinear speed. Numerical examples are presented.