Learn More
Fractional programming deals with the optimization of one or several ratios of functions subject to constraints. Most of these optimization problems are not convex while some of them are still generalised convex. After about forty years of research, well over one thousand articles have appeared on applications, theory and solution methods for various types(More)
Non-Linear Stochastic Fractional programming models provide numerous insights into a wide variety of areas such as in financial derivatives. Portfolio optimization has been one of the important research fields in modern finance. The most important character within this optimization problem is the uncertainty of the future returns on assets. The objective of(More)
Keywords: Stochastic programming Fractional programming Multi-objective programming Redundancy a b s t r a c t Structural redundancies in mathematical programming models are nothing uncommon and nonlinear programming problems are no exception. Over the past few decades numerous papers have been written on redundancy. Redundancy in constraints and variables(More)
The field of chance constrained fractional programming (CCFP) has grown into a huge area over the last few years because of its applications in real life problems. Therefore, finding a solution technique to it is of paramount importance. The solution technique so far has been deriving deterministic equivalence of CCFP with random coefficients in the(More)
  • 1