Fractional programming with absolute-value functions

Fractional programming with absolute-value functions

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Article ID: iaor20031626
Country: Netherlands
Volume: 141
Issue: 1
Start Page Number: 233
End Page Number: 238
Publication Date: Aug 2002
Journal: European Journal of Operational Research
Authors:
Abstract:

This paper considers a fractionals functionals programming problem of the type: x is unrestricted. In general, adjacent extreme point (simplex-type) methods cannot be used to solve this class of problems. However, this work presents the conditions under which simplex-type algorithms can be used to arrive at an optimal solution for a fractional programming problem with an absolute value objective function.

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