Article ID: | iaor2013175 |
Volume: | 55 |
Issue: | 1 |
Start Page Number: | 13 |
End Page Number: | 25 |
Publication Date: | Jan 2013 |
Journal: | Journal of Global Optimization |
Authors: | Locatelli Marco |
Keywords: | programming: convex |
In this paper we develop and derive the computational cost of an ϵ ‐approximation algorithm for a class of global optimization problems, where a suitably defined composition of some ratio functions is minimized over a convex set. The result extends a previous one about a class of Linear Fractional/Multiplicative problems.