caa a22 4500 463168941 CHVBK 20180406164807.0 cr unu---uuuuu 170326e20070501xx s 000 0 eng 10.1007/s10957-007-9188-y doi (NATIONALLICENCE)springer-10.1007/s10957-007-9188-y An Efficient Algorithm for Solving Convex-Convex Quadratic Fractional Programs [Elektronische Daten] [R. Yamamoto, H. Konno] This paper is concerned with an efficient algorithm for solving a convex-convex type quadratic fractional program whose objective function is defined as the ratio of two convex quadratic functions and whose constraints are linear. This is a typical nonconcave maximization problem with multiple local maxima. The algorithm to be proposed here is a combination of (i)the classical Dinkelbach approach, (ii)the integer programming approach for solving nonconvex quadratic programming problems and (iii)the standard nonlinear programming algorithm. It will be shown that an exact algorithm which is a combination of (i) and (ii) above can solve problems much larger than those solved by an earlier algorithm based on a branch and bound algorithm. It addition, the combination of (i)-(iii) can solve much larger problems within a practical amount of time. Springer Science+Business Media, LLC, 2007 Nonlinear fractional programs nationallicence Global optimization nationallicence Dinkelbach method nationallicence Nonconvex quadratic programming problems nationallicence Integer programming nationallicence Local search algorithms nationallicence Portfolio analysis nationallicence Yamamoto R. Department of Industrial and Systems Engineering, Chuo University, Tokyo, Japan aut Konno H. Department of Industrial and Systems Engineering, Chuo University, Tokyo, Japan aut Journal of Optimization Theory and Applications Kluwer Academic Publishers-Plenum Publishers; http://www.springer-ny.com 133/2(2007-05-01), 241-255 0022-3239 133:2<241 2007 133 10957 https://doi.org/10.1007/s10957-007-9188-y text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s10957-007-9188-y text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Yamamoto R. Department of Industrial and Systems Engineering, Chuo University, Tokyo, Japan aut NATIONALLICENCE 700 1- Konno H. Department of Industrial and Systems Engineering, Chuo University, Tokyo, Japan aut NATIONALLICENCE 773 0- Journal of Optimization Theory and Applications Kluwer Academic Publishers-Plenum Publishers; http://www.springer-ny.com 133/2(2007-05-01), 241-255 0022-3239 133:2<241 2007 133 10957 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer