-

 

 

 




Optimization Online





 

Simplex-type algorithm for optimizing a pseudolinear quadratic fractional function over a polytope

Ujvári Miklós (ujvarim***at***cs.elte.hu)

Abstract: Recently Cambini and Carosi described a characterization of pseudolinearity of quadratic fractional functions. A reformulation of their result was given by Rapcsák. Using this reformulation, in this paper we describe an alternative proof of the Cambini--Carosi Theorem. Our proof is shorter than the proof given by Cambini--Carosi and less involved than the proof given by Rapcsák. As an application we present a simplex-type algorithm for optimizing a pseudolinear quadratic fractional function over a polytope. Our algorithm works in a more general setting than the convex simplex algorithm adapted to the above problem.

Keywords:

Category 1: Nonlinear Optimization (Constrained Nonlinear Optimization )

Category 2: Convex and Nonsmooth Optimization (Generalized Convexity/Monoticity )

Citation: unpublished: ORR report 2006-01

Download: [PDF]

Entry Submitted: 10/19/2006
Entry Accepted: 10/19/2006
Entry Last Modified: 10/19/2006

Modify/Update this entry


  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository

 

Submit
Update
Policies
Coordinator's Board
Classification Scheme
Credits
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Programming Society