Convergence Analysis on Generic Algorithm for Solving Generalized Fractional Programming

博士 === 國立成功大學 === 數學系應用數學碩博士班 === 98 === In this dissertation, we propose a generic algorithm for solving generalized fractional programming. Classical Dinkelbach-type algorithms such as the original Dinkelbach-type algorithm, the ``dual" algorithm and the interval-type algorithm selected speci...

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Bibliographic Details
Main Authors: Hui-JuChen, 陳慧如
Other Authors: Ruey-Lin Sheu
Format: Others
Language:en_US
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/84215337627572132580
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Summary:博士 === 國立成功大學 === 數學系應用數學碩博士班 === 98 === In this dissertation, we propose a generic algorithm for solving generalized fractional programming. Classical Dinkelbach-type algorithms such as the original Dinkelbach-type algorithm, the ``dual" algorithm and the interval-type algorithm selected specific iterate parameters and proved the convergence with complicate analysis. Our generic algorithm is a natural and simple refinement of the interval-type algorithm. It not only unifies existing versions of classical Dinkelbach-type algorithms, but gives a stronger convergence result and convergence rate analysis by way of geometric observations and fundamental properties of convex functions. As a result, the classical results are strengthened with new insights.