Problèmes fractionnaires : tour d'horizon sur les applications et méthodes de résolution
Problèmes fractionnaires : tour d'horizon sur les applications et méthodes de résolution
Fractional programming consists in optimizing a ratio of two functions subject to some constraints. Different versions of this model, linear or nonlinear, have applications in various fields like combinatorial optimization, stochastic programming, data bases, and economy. Three resolution methods are presented: direct solution, parametric approach and solution of an equivalent problem.
A algorithm for projecting a vector on the intersection of a hyperplane and
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