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dc.contributor.authorBitran, Gabriel R.en_US
dc.contributor.authorMagnanti, Thomas L.en_US
dc.date.accessioned2004-05-28T19:37:38Z
dc.date.available2004-05-28T19:37:38Z
dc.date.issued1975-04en_US
dc.identifier.urihttp://hdl.handle.net/1721.1/5398
dc.description.abstractIn this paper, we consider algorithms, duality and sensitivity analysis for optimization problems, called fractional, whose objective function is the ratio of two real valued functions. We discuss a procedure suggested by Dinkelbach for solving the problem, its relationship to certain approaches via variable transformations, and a variant of the procedure which has convenient convergence properties. The duality correspondences that are developed do not require either differentiability or the existence of optimal solution. The sensitivity analysis applies to linear fractional problems, even when they "solve" at an extreme ray, and includes a primal-dual algorithm for parametric right-hand-side analysis.en_US
dc.description.sponsorshipSupported in part by the U.S. Army Research Office (Durham) under Contract No. DAHC04-73-C-0032 and Grant-In-Aid from Coca-Cola, U.S.A. administered at M.I.T. as OSP 27857en_US
dc.format.extent1746 bytes
dc.format.extent1987882 bytes
dc.format.mimetypeapplication/pdf
dc.language.isoen_USen_US
dc.publisherMassachusetts Institute of Technology, Operations Research Centeren_US
dc.relation.ispartofseriesOperations Research Center Working Paper ; OR 042-75en_US
dc.titleDuality and Sensitivity Analysis for Fractional Programs (REVISED)en_US
dc.typeWorking Paperen_US


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