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Fractional programming with convex quadratic forms and functions

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  • Benson, Harold P.

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  • Benson, Harold P., 2006. "Fractional programming with convex quadratic forms and functions," European Journal of Operational Research, Elsevier, vol. 173(2), pages 351-369, September.
    • Handle: RePEc:eee:ejores:v:173:y:2006:i:2:p:351-369
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    References listed on IDEAS

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    1. Lo, Andrew W. & Mackinlay, A. Craig, 1997. "Maximizing Predictability In The Stock And Bond Markets," Macroeconomic Dynamics, Cambridge University Press, vol. 1(1), pages 102-134, January.
    2. James E. Falk & Karla R. Hoffman, 1976. "A Successive Underestimation Method for Concave Minimization Problems," Mathematics of Operations Research, INFORMS, vol. 1(3), pages 251-259, August.
    3. James E. Falk & Richard M. Soland, 1969. "An Algorithm for Separable Nonconvex Programming Problems," Management Science, INFORMS, vol. 15(9), pages 550-569, May.
    4. Frenk, J.B.G. & Schaible, S., 2004. "Fractional Programming," Econometric Institute Research Papers ERS-2004-074-LIS, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    5. Frenk, J.B.G. & Schaible, S., 2004. "Fractional Programming," ERIM Report Series Research in Management ERS-2004-074-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    6. Schaible, Siegfried, 1981. "Fractional programming: Applications and algorithms," European Journal of Operational Research, Elsevier, vol. 7(2), pages 111-120, June.
    7. Werner Dinkelbach, 1967. "On Nonlinear Fractional Programming," Management Science, INFORMS, vol. 13(7), pages 492-498, March.
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    1. Frenk, J.B.G., 2007. "A note on the paper "Fractional programming with convex quadratic forms and functions" by H.P. Benson," European Journal of Operational Research, Elsevier, vol. 176(1), pages 641-642, January.
    2. Shiang-Tai Liu, 2018. "A DEA ranking method based on cross-efficiency intervals and signal-to-noise ratio," Annals of Operations Research, Springer, vol. 261(1), pages 207-232, February.
    3. M. Barkhagen & S. García & J. Gondzio & J. Kalcsics & J. Kroeske & S. Sabanis & A. Staal, 2023. "Optimising portfolio diversification and dimensionality," Journal of Global Optimization, Springer, vol. 85(1), pages 185-234, January.
    4. Tajbakhsh, Alireza & Hassini, Elkafi, 2018. "Evaluating sustainability performance in fossil-fuel power plants using a two-stage data envelopment analysis," Energy Economics, Elsevier, vol. 74(C), pages 154-178.
    5. Jeyakumar, V. & Li, G.Y. & Srisatkunarajah, S., 2013. "Strong duality for robust minimax fractional programming problems," European Journal of Operational Research, Elsevier, vol. 228(2), pages 331-336.
    6. Luo, Fengqiao & Mehrotra, Sanjay, 2019. "Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models," European Journal of Operational Research, Elsevier, vol. 278(1), pages 20-35.
    7. Fengqiao Luo & Sanjay Mehrotra, 2021. "A geometric branch and bound method for robust maximization of convex functions," Journal of Global Optimization, Springer, vol. 81(4), pages 835-859, December.
    8. Washington Alves Oliveira & Marko Antonio Rojas-Medar & Antonio Beato-Moreno & Maria Beatriz Hernández-Jiménez, 2019. "Necessary and sufficient conditions for achieving global optimal solutions in multiobjective quadratic fractional optimization problems," Journal of Global Optimization, Springer, vol. 74(2), pages 233-253, June.

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