Optimization methods for min-max fractional problems
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2023-01-29 04:15
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SOLOMON, Dumitru. Optimization methods for min-max fractional problems. In: Conference on Applied and Industrial Mathematics: CAIM 2022, Ed. 29, 25-27 august 2022, Chişinău. Chișinău, Republica Moldova: Casa Editorial-Poligrafică „Bons Offices”, 2022, Ediţia a 29, pp. 119-120. ISBN 978-9975-81-074-6.
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Conference on Applied and Industrial Mathematics
Ediţia a 29, 2022
Conferința "Conference on Applied and Industrial Mathematics"
29, Chişinău, Moldova, 25-27 august 2022

Optimization methods for min-max fractional problems


Pag. 119-120

Solomon Dumitru
 
Vladimir Andrunachievici Institute of Mathematics and Computer Science
 
 
Disponibil în IBN: 21 decembrie 2022


Rezumat

We consider the min-max fractional programming problem in which it is necessary to find ν∗ = f(x∗) = min x∈S max i∈I φi(x) ψi(x) , (1) where φi(x), i ∈ I;−ψi(x), i ∈ I are convex functions in Rn and φi(x) ≥ 0, i ∈ I. Additionally ψi(x) > 0, i ∈ I for x ∈ S, where S = {x : hk(x) ≤ 0,k = 1,p}. For studying and solving this problem we use the following two problems: 1. The generalized fractional-convex programming problem ν∗ = f(x∗) = min x∈S max i∈I  i∈I uiφi(x)  i∈I uiψi(x) , where U = {u ∈ Rm : m i=1 ui = 1; ui ≥ 0, i = 1,m}; 2. The parametric programming problem F(u, ν) = min x∈S  Z(x, u, ν) =  i∈I ui(φi(x) − νψi(x))  .Using these auxiliary problems a special decomposition scheme and subgradient methods for solving problem (1) have been elaborated. Some approaches for studying and solving these class of problems are analysed in [1].