UnivTrevesV1, PascalFrancis, Checkpoint, bibRecord, 000E69

Prox-regularization methods for generalized fractional programming

Identifieur interne : 000E69 ( PascalFrancis/Checkpoint ); précédent : 000E68; suivant : 000E70

Prox-regularization methods for generalized fractional programming

Auteurs : M. Gugat [Allemagne]

Source :

Journal of optimization theory and applications [ 0022-3239 ] ; 1998.

RBID : Pascal:99-0120079

Descripteurs français

Pascal (Inist)
- Régularisation, Programmation fractionnaire, Problème mal posé, Méthode différentielle, Convergence, Programmation mathématique, Algorithme Dinkelbach.

English descriptors

KwdEn :
- Convergence, Differential method, Fractional programming, Ill posed problem, Mathematical programming, Regularization.

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.

Affiliations:

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Le document en format XML

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<front><div type="abstract" xml:lang="en">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.</div>
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Prox-regularization methods for generalized fractional programming

Prox-regularization methods for generalized fractional programming

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Descripteurs français

English descriptors

Abstract

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