分式目标函数非线性规划问题的一种解法

AN ALGORITHM TO A NONLINEAR PROGRAMMING PROBLEM OF FRACTIONAL OBJECTIVE FUNCTION

本文讨论了分式目标函数非线性规划问题的一种解法，它把原问题化为一系列无分式目标函数的数学规划问题，并且产生一个点列｛ｘｋ｝。

ne Kind of algorithm to a nonlinear programming problem of fractional objective function is studied in this paper.It reduces the original problem to a sequence without fractional objective function, and produces a sequcnce {xk}, The sequence {xk}is therefore converged to the optimal solution x*.