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Applied Mathematics Research eXpress (2006) Vol. 2006 : article ID 36581, 24 pages, doi:10.1155/AMRX/2006/36581
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Copyright © 2006 Hindawi Publishing Corporation. All rights reserved.

Minimization of a convex linear-fractional separable function subject to a convex inequality constraint or linear inequality constraint and bounds on the variables

Stefan M. Stefanov

Department of Mathematics, South-West University "Neofit Rilski," 2700 Blagoevgrad, Bulgaria E-mail address: stefm{at}aix.swu.bg

We consider the problem of minimizing a convex linear-fractional separable function over a feasible region defined by a convex inequality constraint or linear inequality constraint, and bounds on the variables (box constraints). These problems are interesting from both theoretical and practical points of view because they arise in some mathematical programming problems and in various practical problems. Polynomial algorithms for solving such problems are proposed and their convergence is proved. Some examples and results of numerical experiments are also presented.


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