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An iterative algorithm for a class of minimax fractional programming problems. (Chinese. English summary) Zbl 1413.90280

Summary: In this paper, we propose an iterative algorithm for solving a class of minimax fractional programming problems. By introducing a new variable and utilizing an exponential variable transformation, the problem (MFP) is converted into problem (Q). Then using condensed method, the problem (Q) is converted into a series of convex programming problems (\~Q). Numerical results show the feasibility and efficiency of the proposed algorithm.

MSC:

90C32 Fractional programming
90C47 Minimax problems in mathematical programming
90C25 Convex programming
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