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Fractional Programming. II, On Dinkelbach's Algorithm

Schaible, Siegfried·1976·Management Science

Abstract

Dinkelbach's algorithm [Dinkelbach, W. 1967. On nonlinear fractional programming. Management Sci. 13 492–498.] solving the parametric equivalent of a fractional program is investigated. It is shown that the algorithm converges superlinearly and often (locally) quadratically. A priori and a posteriori error estimates are derived. Using those estimates and duality as introduced in Part I, a revised version of the algorithm is proposed. In addition, a similar algorithm is presented where, in contrast to Dinkelbach's procedure, the rate of convergence is still controllable. Error estimates are derived also for this algorithm.

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Metadata

Authors
Schaible, S.
Venue
Management Science
Published
1976-04
Volume
22
Issue
8
Pages
868-873
ISSN
  • 0025-1909 (ISSN-L)
  • 1526-5501
OpenAlex
W1999218360
Cited by
246
References
0
FWCI
1.10
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Fractional Programming. II, On Dinkelbach's Algorithm. https://app.cochat.ai/papers/10.1287/mnsc.22.8.868
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Schaible, S. (1976). Fractional Programming. II, On Dinkelbach's Algorithm. Management Science. https://doi.org/10.1287/mnsc.22.8.868

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