Document Zbl 0652.90094

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On some procedures for solving fractional maxmin problems. (English) Zbl 0652.90094

Math., Rev. Anal. Numér. Théor. Approximation, Anal. Numér. Théor. Approximation 17, No. 1, 73-91 (1988).

The paper presents a procedure for solving a fractional max-min problem in \(R^ n\) using a reduction to a parametric nonfractional max-min problem. Two iterative algorithms are proposed and their convergence is proved. Some adaptations of the algorithms to a separable and a bilinear fractional problem are developed.

Reviewer: A.L.Dontchev

MSC:

90C32	Fractional programming
49J35	Existence of solutions for minimax problems
65K05	Numerical mathematical programming methods

Keywords:

fractional max-min problem; parametric nonfractional max-min; convergence; bilinear fractional problem

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