Fractional programming with absolute-value functions

This paper considers a fractional functionals programming problem of the type: maximize z= ∑ 1 nc j|x j|+α ∑ 1 nd j|x j|+β subject to Ax=b, x is unrestricted. In general, adjacent extreme point (simplex-type) methods [Naval Res. Logist. Quart. II (1964) 135] cannot be used to solve this class of pro...

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Bibliographic Details
Published in:European journal of operational research Vol. 141; no. 1; pp. 233 - 238
Main Author: Chadha, S.S.
Format: Journal Article
Language:English
Published: Amsterdam Elsevier B.V 16.08.2002
Elsevier
Elsevier Sequoia S.A
Series:European Journal of Operational Research
Subjects:
Absolute value
Fractional programming
Mathematical models
Problem solving
Studies
Fractional programming
Absolute value
ISSN:0377-2217, 1872-6860
Online Access:Get full text
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Summary:This paper considers a fractional functionals programming problem of the type: maximize z= ∑ 1 nc j|x j|+α ∑ 1 nd j|x j|+β subject to Ax=b, x is unrestricted. In general, adjacent extreme point (simplex-type) methods [Naval Res. Logist. Quart. II (1964) 135] 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.
Bibliography:SourceType-Scholarly Journals-1
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content type line 14
ISSN:0377-2217
1872-6860
DOI:10.1016/S0377-2217(01)00262-4