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Global optimization of fractional programs. (English) Zbl 0748.90068
Dinkelbach’s classical parametric algorithm in fractional programming is modified. A sequence of lower and upper bounds of the optimal value of the ratio is constructed and shown to be superlinearly convergent to the optimal value. Additional results are obtained for linear and quadratic fractional programs.

MSC:
90C32 Fractional programming
90-08 Computational methods for problems pertaining to operations research and mathematical programming
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