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Duality of a Nonconvex Sum of Ratios (1998)

Scott, C. H. ; Jefferson, T. R.

Springer

Journal of optimization theory and applications 98 (1998), S. 151-159

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ISSN: 1573-2878

Keywords: Fractional programs ; sum of ratios ; geometric programs ; reversed constraints

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics

Notes: Abstract For mathematical programs with objective involving a sum of ratios of affine functions, there are few theoretical results due to the nonconvex nature of the program. In this paper, we derive a duality theory for these programs by establishing their connection with geometric programming. This connection allows one to bring to bear the powerful theory and computational algorithms associated with geometric programming.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1023/A:1022693032053

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