A sequential method is proposed for solving a nonlinear optimization problem depending on a parameter; for a particular value of the parameter, the problem becomes the well-known linear fractional programming problem. Some properties of the objective function and the set of optimal solutions are established. An appropriate use of Farkas' lemma allows us to obtain some optimality conditions for the problem. Finally, the previous results permit to describe an algorithm to solve the problem.
|Titolo:||A decomposition algorithm for a particular class of non-linear programs|
|Data di pubblicazione:||1978|
|Appare nelle tipologie:||04.01 Contributo in atti di convegno|