Abstract
Single-ratio and multi-ratio fractional programs in applications are often generalized convex programs. We begin with a survey of applications of single-ratio fractional programs, min-max fractional programs and sum- of-ratios fractional programs. Given the limited advances for the latter class of problems, we focus on an analysis of min-max fractional programs. A parametric approach is employed to develop both theoretical and algorithmic results.
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Frenk, J.B.G., Schaible, S. (2005). Fractional Programming. In: Hadjisavvas, N., Komlósi, S., Schaible, S. (eds) Handbook of Generalized Convexity and Generalized Monotonicity. Nonconvex Optimization and Its Applications, vol 76. Springer, New York, NY. https://doi.org/10.1007/0-387-23393-8_8
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