Journal of Numerical Analysis and Approximation Theory (Feb 2001)

On the White's algorithm for fractional programming

  • Ştefan Ţigan

Journal volume & issue
Vol. 30, no. 1

Abstract

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In this note we extend for fractional case a method due to White for solving a problem of maximizing over a finite set a function with some special "convexity" properties. Three algorithms applied to a transformation of the initial problem into a maximizing an auxilliary non-fractional function over a bi-product set are given.