Dynamic programming approach to linear fractional functional programming

Authors

  • S. Arora Khalsa College, University of Delhi, Delhi (India)
  • S. Aggarwal Dept. of Operational Research University of Delhi, Delhi-7 (India)

Abstract

 

A decomposition principle is derived with the dynamic programming approach to maximize the sum of a finite number of separable linear concave (convex) fractional functions subject to linear constraints. This results in a series of parametric quadratic fractional subprogrammes whose recursive solution yields the solution to the original problem.

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Published

1977-09-01

How to Cite

Arora, S., & Aggarwal, S. (1977). Dynamic programming approach to linear fractional functional programming. JORBEL - Belgian Journal of Operations Research, Statistics, and Computer Science, 17(3), 10–48. Retrieved from https://www.orbel.be/jorbel/index.php/jorbel/article/view/499

Issue

Vol. 17 No. 3 (1977)

Section

Articles