Branch-and-Bound Outer Approximation Algorithm for Sum-of-Ratios Fractional Programs

Author:

Benson H. P.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Reference24 articles.

1. Frenk, J.B.G., Scheible, S.: Fractional programming. In: Floudas, C.A., Pardalos, P.M. (eds.) Encyclopedia of Optimization, vol. II, pp. 162–172. Kluwer, Dordrecht (2001)

2. Rao, M.R.: Cluster analysis and mathematical programming. J. Am. Stat. Assoc. 66, 622–626 (1971)

3. Almogy, Y., Levin, O.: Parametric analysis of a multi-stage stochastic shipping problem. In: Proceedings of the 5th IFORS Conference (IFORS), pp. 359–370 (1964)

4. Colantoni, C.S., Manes, R.P., Whinston, A.: Programming, profit rates, and pricing decisions. Account. Rev. 44, 467–481 (1969)

5. Konno, H., Inori, M.: Bond portfolio optimization by bilinear fractional programming. J. Oper. Res. Soc. Jpn. 32, 143–158 (1989)

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