Generalized fractional programming with user interaction

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Birbil, Ş. İlker and Frenk, J.B.G. and Zhang, S. (2007) Generalized fractional programming with user interaction. [Working Paper / Technical Report] Sabanci University ID:SU_FENS_2007/0008

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The present paper proposes a new approach to solve generalized fractional programming problems through user interaction. Capitalizing on two alternatives, we review the Dinkelbach-type methods and set forth the main difficulty in applying these methods. In order to cope with this difficulty, we propose an approximation approach that can be controlled by a predetermined parameter. The proposed approach is promising particularly when a decision maker is involved in the solution process and agrees upon finding an effective but near optimal value in an efficient manner. The decision maker is asked to decide the parameter and our analysis shows how good is the value found by the approximation corresponding to this parameter. In addition, we present several observations that may be suitable for boosting up the performance of the proposed approach. Finally, we support our discussion through extensive numerical experiments.

Item Type:Working Paper / Technical Report
Uncontrolled Keywords:Generalized fractional programming, user interaction, approximation approach, error analysis, performance improvement
Subjects:Q Science > QA Mathematics
ID Code:6304
Deposited By:İlker Şevket Birbil
Deposited On:21 Oct 2007 21:49
Last Modified:04 Dec 2007 10:22

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