Volume 51, Number 4, October-December 2017
|Page(s)||985 - 1004|
|Published online||21 November 2017|
Convergence of a proximal algorithm for solving the dual of a generalized fractional program∗
Faculté des Sciences et Techniques, Settat, Morocco.
Received: 9 December 2015
Accepted: 22 December 2016
We propose to use the proximal point algorithm to regularize a “dual” problem of generalized fractional programs (GFP). The proposed technique leads to a new dual algorithm that generates a sequence which converges from below to the minimal value of the considered problem. At each step, the proposed algorithm solves approximately an auxiliary problem with a unique dual solution whose every cluster point gives a solution to the dual problem. In the exact minimization case, the sequence of dual solutions converges to an optimal dual solution. For a class of functions, including the linear case, the convergence of the dual values is at least linear.
Mathematics Subject Classification: 90C30 / 90C32 / 49K35 / 49M29 / 49M37
Key words: Multi-ratio fractional programs / Dinkelbach-type algorithms / Lagrange duality / proximal point algorithm
© EDP Sciences, ROADEF, SMAI 2017
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.