Fractional and complex programming
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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.
KeywordsMathematical Program Complex Space Convex Cone Fractional Programming Complex Programming
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