Convergence of prox-regularization methods for generalized fractional programming
RAIRO - Operations Research - Recherche Opérationnelle, Volume 36 (2002) no. 1, p. 73-94

We analyze the convergence of the prox-regularization algorithms introduced in [1], to solve generalized fractional programs, without assuming that the optimal solutions set of the considered problem is nonempty, and since the objective functions are variable with respect to the iterations in the auxiliary problems generated by Dinkelbach-type algorithms DT1 and DT2, we consider that the regularizing parameter is also variable. On the other hand we study the convergence when the iterates are only ${\eta }_{k}$-minimizers of the auxiliary problems. This situation is more general than the one considered in [1]. We also give some results concerning the rate of convergence of these algorithms, and show that it is linear and some times superlinear for some classes of functions. Illustrations by numerical examples are given in [1].

DOI : https://doi.org/10.1051/ro:2002006
Keywords: generalized fractional programs, Dinkelbach-type algorithms, proximal point algorithm, rate of convergence
@article{RO_2002__36_1_73_0,
author = {Roubi, Ahmed},
title = {Convergence of prox-regularization methods for generalized fractional programming},
journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
publisher = {EDP-Sciences},
volume = {36},
number = {1},
year = {2002},
pages = {73-94},
doi = {10.1051/ro:2002006},
zbl = {1103.90401},
mrnumber = {1920380},
language = {en},
url = {http://www.numdam.org/item/RO_2002__36_1_73_0}
}

Roubi, Ahmed. Convergence of prox-regularization methods for generalized fractional programming. RAIRO - Operations Research - Recherche Opérationnelle, Volume 36 (2002) no. 1, pp. 73-94. doi : 10.1051/ro:2002006. http://www.numdam.org/item/RO_2002__36_1_73_0/

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