Duality and Sensitivity Analysis for Fractional Programs (REVISED)
In this paper, we consider algorithms, duality and sensitivity analysis for optimization problems, called fractional, whose objective function is the ratio of two real valued functions. We discuss a procedure suggested by Dinkelbach for solving the problem, its relationship to certain approaches via...
| Main Authors: | , |
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| Format: | Working Paper |
| Language: | en_US |
| Published: |
Massachusetts Institute of Technology, Operations Research Center
2004
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| Online Access: | http://hdl.handle.net/1721.1/5398 |