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A goal programming method for solving fractional programming problems via dynamic programming. (English) Zbl 0839.90120

Summary: This paper presents a Goal Programming (GP) method to solve a class of Fractional Programming (FP) problems which have the characteristics of Dynamic Programming (DP) problems. The method is designed to solve the problems when one or more objective goals appear at the same priority level and the method works in such a way that the problem is solved recursively without linearizing the fractional objectives. In the solution process, the feasible regions of the deicision variables are determined by using GP rather than the traditional DP method. An example is provided to illustrate the method outlined.

MSC:

90C32 Fractional programming
90C39 Dynamic programming
90C29 Multi-objective and goal programming
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