Prox-Regularization Methods for Generalized Fractional Programming

Gugat M (1998)


Publication Language: English

Publication Type: Journal article, Original article

Publication year: 1998

Journal

Publisher: Springer Verlag (Germany)

Book Volume: 99

Pages Range: 691-722

Journal Issue: 3

URI: http://link.springer.com/article/10.1023/A:1021759318653

DOI: 10.1023/A:1021759318653

Abstract

If a fractional program does not have a unique solution or the feasible set is unbounded, numerical difficulties can occur. By using a prox-regularization method that generates a sequence of auxiliary problems with unique solutions, these difficulties are avoided. Two regularization methods are introduced here. They are based on Dinkelbach-type algorithms for generalized fractional programming, but use a regularized parametric auxiliary problem. Convergence results and numerical examples are presented.

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How to cite

APA:

Gugat, M. (1998). Prox-Regularization Methods for Generalized Fractional Programming. Journal of Optimization Theory and Applications, 99(3), 691-722. https://doi.org/10.1023/A:1021759318653

MLA:

Gugat, Martin. "Prox-Regularization Methods for Generalized Fractional Programming." Journal of Optimization Theory and Applications 99.3 (1998): 691-722.

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