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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Veröffentlicht in:European journal of operational research Jg. 141; H. 1; S. 233 - 238
1. Verfasser: Chadha, S.S.
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Amsterdam Elsevier B.V 16.08.2002
Elsevier
Elsevier Sequoia S.A
Schriftenreihe:European Journal of Operational Research
Schlagworte:
Absolute value
Fractional programming
Mathematical models
Problem solving
Studies
Fractional programming
Absolute value
ISSN:0377-2217, 1872-6860
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Zusammenfassung: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.
Bibliographie:SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 14
ISSN:0377-2217
1872-6860
DOI:10.1016/S0377-2217(01)00262-4