Article ID: | iaor19993121 |
Country: | United States |
Volume: | 99 |
Issue: | 3 |
Start Page Number: | 691 |
End Page Number: | 722 |
Publication Date: | Dec 1998 |
Journal: | Journal of Optimization Theory and Methods |
Authors: | Gugat M. |
If a fractional program does not have a unique solution or the feasible set is unbounded, numerical difficulties can occur. By using a prox-regularization method that generates a sequence of auxiliary problems with unique solutions, these difficulties are avoided. Two regularization methods are introduced here. They are based on Dinkelbach-type algorithms for generalized fractional programming, but use a regularized parametric auxiliary problem. Convergence results and numerical examples are presented.