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

Ujvári Miklós (ujvarimcs.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Citation: unpublished: ORR report 2006-01

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

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