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Integer quadratic fractional programming problems with bounded variables

Author

Listed:
  • Ekta Jain

    (Panjab University)

  • Kalpana Dahiya

    (Panjab University)

  • Vanita Verma

    (Panjab University)

Abstract

This paper develops an algorithm for solving quadratic fractional integer programming problems with bounded variables (QFIPBV). The method provides complete ranking and scanning of the integer feasible solutions of QFIPBV by establishing the existence of a linear or a linear fractional function, which acts as a lower bound on the values of the objective function of QFIPBV over the entire feasible set. The method involves ranking and scanning of the set of optimal integer feasible solutions of the linear or linear fractional program so constructed which requires introduction of various cuts at intermediate steps, for which, a new technique has been developed in the current paper. Numerical examples are included in support of the theory.

Suggested Citation

  • Ekta Jain & Kalpana Dahiya & Vanita Verma, 2018. "Integer quadratic fractional programming problems with bounded variables," Annals of Operations Research, Springer, vol. 269(1), pages 269-295, October.
    • Handle: RePEc:spr:annopr:v:269:y:2018:i:1:d:10.1007_s10479-017-2484-5
    DOI: 10.1007/s10479-017-2484-5
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    References listed on IDEAS

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    1. Hiroshi Konno & Hajime Yamashita, 1999. "Minimizing sums and products of linear fractional functions over a polytope," Naval Research Logistics (NRL), John Wiley & Sons, vol. 46(5), pages 583-596, August.
    2. Werner Dinkelbach, 1967. "On Nonlinear Fractional Programming," Management Science, INFORMS, vol. 13(7), pages 492-498, March.
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    Cited by:

    1. Amal Mekhilef & Mustapha Moulaï & Wassila Drici, 2021. "Solving multi-objective integer indefinite quadratic fractional programs," Annals of Operations Research, Springer, vol. 296(1), pages 821-840, January.

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