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Mathematical Programming and Control Theory pp 91–118Cite as

Fractional and complex programming

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Abstract

A number of applications lead to constrained minimization problems, in which the objective function, to be minimized or maximized, is a quotient, f(x)/g(x), of two functions. Such a problem is called a fractional programming problem. In particular, it is a linear fractional programming problem if f and g are linear, or affine, functions, and the constraints are linear. Although such problems are particular cases of nonlinear programming problems, stronger results for fractional programming problems are obtainable by proceeding directly, rather than applying the theory of Chapter 4. This applies both to theoretical questions, notably duality theory, and to effective algorithms for computing an optimum.

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Authors and Affiliations

  1. University of Melbourne, Australia

    B. D. Craven (Reader in Mathematics)

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  1. B. D. Craven
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© 1978 B. D. Craven

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Craven, B.D. (1978). Fractional and complex programming. In: Mathematical Programming and Control Theory. Chapman and Hall Mathematics Series. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-5796-1_6

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  • DOI: https://doi.org/10.1007/978-94-009-5796-1_6

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-0-412-15500-0

  • Online ISBN: 978-94-009-5796-1

  • eBook Packages: Springer Book Archive

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