Gugat M (1996)
Publication Type: Journal article, Original article
Publication year: 1996
Publisher: INFORMS (Institute for Operations Research and Management Sciences)
Book Volume: 42
Pages Range: 1493-1499
Journal Issue: 10
In many decision problems, criteria occur that can be expressed as ratios. The corresponding optimization problems are nonconvex programs of fractional type. In this paper, an algorithm for the numerical solution of these problems is introduced that converges always at superlinear speed. Numerical examples are presented.
APA:
Gugat, M. (1996). A Fast Algorithm for a Class of Generalized Fractional Programs. Management Science, 42(10), 1493-1499. https://doi.org/10.1287/mnsc.42.10.1493
MLA:
Gugat, Martin. "A Fast Algorithm for a Class of Generalized Fractional Programs." Management Science 42.10 (1996): 1493-1499.
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