A Duality Theory for a Class of Generalized Fractional Programs
作者： C. H. Scott , T. R. Jefferson , J. B. G. Frenk
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摘要: In generalized fractional programming, one seeks to minimize the maximum of a finite number ratios. Such programs are, in general, nonconvex and consequently are difficult solve. Here, we consider particular case which ratio is quotient quadratic form positive concave function. The dual such problem constructed numerical example given.
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