A Numerical Method for Solving a Class of Continuous-time Linear Fractional Programming Problems

摘要：

In this paper, we discuss a class of infinite-dimensional optimization problems called continuous-time linear fractional programming problems (FP). We provide a discrete approximation procedure to find numerical solutions of (FP) and to establish the estimation for the error bound of approximate solutions. Moreover, in order to reduce the consumption of computational time of solving large scale finite-dimensional linear programs, we further develop recurrence algorithms to take over the conventional methods.

作者: Ching-Feng Wen Yung-Yin Lur Sy-Ming Guu

作者单位: General Education Center Kaohsiung Medical University Kaohsiung, 807, Taiwan Department of Industrial Management Vanung University Taoyuan, 320, Taiwan Department of Business Administration Yuan Ze University Taoyuan, 320, Taiwan

会议类型: 国际会议

会议名称: The Second International Joint Conference on Computational Science and Optimization(CSO 2009)(2009 国际计算科学与优化会议)

会议地点: 三亚

会议语种:英文

页码: 1811-1815

在线出版日期: 2009-04-24（万方平台首次上网日期，不代表论文的发表时间）