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Fractional programming with several ratios. (English) Zbl 0561.90091

Three classes of problems are considered: 1. minimization of the largest of several ratios, 2. minimization of the sum of ratios, and 3. multiobjective fractional programs. For class 1 duality results as well as an algorithm are presented. For class 2 and 3 algorithmically useful properties of these models are derived. Much of the research has been done in collaboration with J. P. Crouzeix, J. A. Ferland, R. Jagannathan and T. J. Lowe.

MSC:

90C32 Fractional programming
90C31 Sensitivity, stability, parametric optimization