Rapport de recherche n° 1998-03

Auteur : Christian Malivert

Titre : An algorithm for bilinear fractional problems

Nbre de pages : 15

Document : Article (PDF)

Résumé : We consider a special class of nonconvex optimization problems involving a bilinear fractional objective and two convex polyhedrons as constraint sets. From the special structure of these problems it follows that the search for a solution can be restricted to vertices of the polyhedrons. We propose a cutting plane algorithm providing either a minimizing sequence of local solutions or a global minimum.


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