A Fast Algorithm for a Class of Generalized Fractional Programs
提出一种求解非凸分式规划问题的算法，该算法具有超线性收敛速度，并给出数值算例验证其有效性。
In many decision problems, criteria occur that can be expressed as ratios. The corresponding optimization problems are nonconvex programs of fractional type. In this paper, an algorithm for the numerical solution of these problems is introduced that converges always at superlinear speed. Numerical examples are presented.