Generalized Cheney-Loeb-Dinkelbach-Type Algorithms
- 1 November 1985
- journal article
- Published by Institute for Operations Research and the Management Sciences (INFORMS) in Mathematics of Operations Research
- Vol. 10 (4) , 674-687
- https://doi.org/10.1287/moor.10.4.674
Abstract
We present a class of generalized Cheney-Loeb-Dinkelbach-type (i.e. DC-type) algorithms, together with the problems they solve, and discuss convergence properties. Our algorithms, which are as simple as the DC one, are applicable to classes of programs larger than fractional. In two particular cases, the first being an essentially max-min problem and the second a Pareto extremum, we prove 1.61 and second order convergence respectively. Applications are given to extended fractional max-min and fractional Pareto extremum problems.Keywords
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