Fractional Programming
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Birbil, S.I. & Frenk, J.B.G. & Zhang, S., 2004. "Generalized Fractional Programming With User Interaction," Econometric Institute Research Papers ERS-2004-033-LIS, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Sniedovich, Moshe, 1988. "Fractional programming revisited," European Journal of Operational Research, Elsevier, vol. 33(3), pages 334-341, February.
- Siegfried Schaible, 1976. "Fractional Programming. I, Duality," Management Science, INFORMS, vol. 22(8), pages 858-867, April.
- Birbil, S.I. & Frenk, J.B.G. & Zhang, S., 2004. "Generalized Fractional Programming With User Interaction," ERIM Report Series Research in Management ERS-2004-033-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.
- 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.
- Lo, Andrew W. (Andrew Wen-Chuan) & MacKinlay, Archie Craig, 1955-, 1992. "Maximizing predictability in the stock and bond markets," Working papers 3450-92., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Andrew W. Lo & A. Craig MacKinlay, 1995. "Maximizing Predictability in the Stock and Bond Markets," NBER Working Papers 5027, National Bureau of Economic Research, Inc.
- Bazsa, E. M. & Frenk, J. B. G. & den Iseger, P. W., 2001. "Modeling of inventory control with regenerative processes," International Journal of Production Economics, Elsevier, vol. 71(1-3), pages 263-276, May.
- Bazsa-Oldenkamp, E.M. & Frenk, J.B.G. & den Iseger, P., 1998. "Inventory control and regenerative processes," Econometric Institute Research Papers EI 9848, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Goedhart, Marc H. & Spronk, Jaap, 1995. "Financial planning with fractional goals," European Journal of Operational Research, Elsevier, vol. 82(1), pages 111-124, April.
- Frenk, J. B. G. & Kassay, G. & Kolumban, J., 2004. "On equivalent results in minimax theory," European Journal of Operational Research, Elsevier, vol. 157(1), pages 46-58, August.
- Martin Gugat, 1996. "A Fast Algorithm for a Class of Generalized Fractional Programs," Management Science, INFORMS, vol. 42(10), pages 1493-1499, October.
- Schaible, Siegfried, 1981. "Fractional programming: Applications and algorithms," European Journal of Operational Research, Elsevier, vol. 7(2), pages 111-120, June.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Yong Xia & Longfei Wang & Xiaohui Wang, 2020. "Globally minimizing the sum of a convex–concave fraction and a convex function based on wave-curve bounds," Journal of Global Optimization, Springer, vol. 77(2), pages 301-318, June.
- João Costa & Maria Alves, 2013. "Enhancing computations of nondominated solutions in MOLFP via reference points," Journal of Global Optimization, Springer, vol. 57(3), pages 617-631, November.
- Yong Xia & Longfei Wang & Meijia Yang, 2019. "A fast algorithm for globally solving Tikhonov regularized total least squares problem," Journal of Global Optimization, Springer, vol. 73(2), pages 311-330, February.
- Smail Addoune & Karima Boufi & Ahmed Roubi, 2018. "Proximal Bundle Algorithms for Nonlinearly Constrained Convex Minimax Fractional Programs," Journal of Optimization Theory and Applications, Springer, vol. 179(1), pages 212-239, October.
- H. Boualam & A. Roubi, 2019. "Proximal bundle methods based on approximate subgradients for solving Lagrangian duals of minimax fractional programs," Journal of Global Optimization, Springer, vol. 74(2), pages 255-284, June.
- 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.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- 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.
- Harold P. Benson, 2006. "Maximizing the ratio of two convex functions over a convex set," Naval Research Logistics (NRL), John Wiley & Sons, vol. 53(4), pages 309-317, June.
- T Peña & P Lara & C Castrodeza, 2009. "Multiobjective stochastic programming for feed formulation," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(12), pages 1738-1748, December.
- Paula Alexandra Amaral & Immanuel M. Bomze, 2019. "Nonconvex min–max fractional quadratic problems under quadratic constraints: copositive relaxations," Journal of Global Optimization, Springer, vol. 75(2), pages 227-245, October.
- 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.
- X. L. Sun & H. Z. Luo & D. Li, 2007. "Convexification of Nonsmooth Monotone Functions1," Journal of Optimization Theory and Applications, Springer, vol. 132(2), pages 339-351, February.
- Bruno Breyer Caldas & João Frois Caldeira & Guilherme Vale Moura, 2016. "Is Pairs Trading Performance Sensitive To The Methodologies?: A Comparison," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 130, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Frenk, J.B.G. & Kassay, G., 2005. "Lagrangian duality and cone convexlike functions," ERIM Report Series Research in Management ERS-2005-019-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.
- Andrew W. Lo & Harry Mamaysky & Jiang Wang, 2000.
"Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation,"
Journal of Finance, American Finance Association, vol. 55(4), pages 1705-1765, August.
- Andrew Lo & Harry Mamaysky & Jiang Wang, 1999. "Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation," Computing in Economics and Finance 1999 402, Society for Computational Economics.
- Andrew W. Lo & Harry Mamaysky & Jiang Wang, 2000. "Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation," NBER Working Papers 7613, National Bureau of Economic Research, Inc.
- A. Roubi, 2000. "Method of Centers for Generalized Fractional Programming," Journal of Optimization Theory and Applications, Springer, vol. 107(1), pages 123-143, October.
- Troutt, Marvin D. & Tadisina, Suresh K. & Sohn, Changsoo & Brandyberry, Alan A., 2005. "Linear programming system identification," European Journal of Operational Research, Elsevier, vol. 161(3), pages 663-672, March.
- Frenk, J.B.G. & Kassay, G., 2006. "On noncooperative games, minimax theorems and equilibrium problems," Econometric Institute Research Papers EI 2006-21, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Wen-Jun Xue & Li-Wen Zhang, 2016. "Stock Return Autocorrelations and Predictability in the Chinese Stock Market: Evidence from Threshold Quantile Autoregressive Models," Working Papers 1605, Florida International University, Department of Economics.
- Cheung, Yin-Wong & He, Jia & Ng, Lilian K., 1997. "What are the global sources of rational variation in international equity returns?," Journal of International Money and Finance, Elsevier, vol. 16(6), pages 821-836, December.
- Abbas Amini Fasakhodi & Seyed Nouri & Manouchehr Amini, 2010. "Water Resources Sustainability and Optimal Cropping Pattern in Farming Systems; A Multi-Objective Fractional Goal Programming Approach," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 24(15), pages 4639-4657, December.
- Bo Zhang & YueLin Gao & Xia Liu & XiaoLi Huang, 2022. "An Outcome-Space-Based Branch-and-Bound Algorithm for a Class of Sum-of-Fractions Problems," Journal of Optimization Theory and Applications, Springer, vol. 192(3), pages 830-855, March.
- Nuerxiati Abudurexiti & Kai He & Dongdong Hu & Svetlozar T. Rachev & Hasanjan Sayit & Ruoyu Sun, 2021. "Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models," Papers 2111.04311, arXiv.org, revised Feb 2023.
- João Costa & Maria Alves, 2013. "Enhancing computations of nondominated solutions in MOLFP via reference points," Journal of Global Optimization, Springer, vol. 57(3), pages 617-631, November.
- Meghana Ayyagari & Asli Demirgüç-Kunt & Vojislav Maksimovic, 2013.
"What Determines Protection of Property Rights? An Analysis of Direct and Indirect Effects,"
Journal of Financial Econometrics, Oxford University Press, vol. 11(4), pages 610-649, September.
- Ayyagari, Meghana & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2006. "What determines protection of property rights ? An analysis of direct and indirect effects," Policy Research Working Paper Series 3940, The World Bank.
- R. Yamamoto & H. Konno, 2007. "An Efficient Algorithm for Solving Convex–Convex Quadratic Fractional Programs," Journal of Optimization Theory and Applications, Springer, vol. 133(2), pages 241-255, May.
More about this item
Keywords
Single-ratio fractional programs; applications of fractional programs to management science and engineering; generalized fractional programs; min-max fractional programs; parametric approach; sum-of-ratios fractional programs;All these keywords.
JEL classification:
- C69 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Other
- M - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics
- M11 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Administration - - - Production Management
- R4 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Transportation Economics
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ems:eureir:1610. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: RePub (email available below). General contact details of provider: https://edirc.repec.org/data/feeurnl.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.