一类分式规划问题的ε-近似算法

An ε-approximation Algorithm for a Class of Fractional Programs

本文针对一类复杂的分式规划问题,提出一种全局最优ε-近似解算法,并从理论上证明该算法的收敛性和计算复杂性,数值结果表明本文算法有效可行.

This paper presents anε-approximation algorithm for globally solving a class of complex fractional programming problems.The convergence and computational complex of the algorithm are given.The numerical examples show that the algorithm is feasible and effective.