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Generalized pseudofractional max-min problems. (English) Zbl 0655.90083

We consider some nonlinear max-min problems with generalized linear constraints and pseudofractional objective functions. These problems are extensions of Dantzig-Wolfe’s generalized linear programs [see G. B. Dantzig, “Linear programming and extensions” (1963; Zbl 0108.331)]. We show that these max-min problems can be reduced to some generalized bilinear max-min problems with linear constraints and can be solved by generalized linear programming algorithms.

MSC:

90C32 Fractional programming
90C05 Linear programming
49J35 Existence of solutions for minimax problems

Citations:

Zbl 0108.331