Convergence of a Dinkelbach-type algorithm in generalized fractional programming

Abstract

The convergence of a Dinkelbach-type algorithm in generalized fractional programming is obtained by considering the sensitivity of a parametrized problem. We show that the rate of convergence is at least equal to (1 + 0)/2 when regularity conditions hold in a neighbourhood of the optimal solution. We give also a necessary and sufficient condition for the… (More)
DOI: 10.1007/BF01258607

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