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- W2564138804 abstract "We propose to use the proximal point algorithm to regularize a “dual” problem of generalized fractional programs (GFP). The proposed technique leads to a new dual algorithm that generates a sequence which converges from below to the minimal value of the considered problem. At each step, the proposed algorithm solves approximately an auxiliary problem with a unique dual solution whose every cluster point gives a solution to the dual problem. In the exact minimization case, the sequence of dual solutions converges to an optimal dual solution. For a class of functions, including the linear case, the convergence of the dual values is at least linear." @default.
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- W2564138804 date "2017-10-01" @default.
- W2564138804 modified "2023-09-27" @default.
- W2564138804 title "Convergence of a proximal algorithm for solving the dual of a generalized fractional program" @default.
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- W2564138804 doi "https://doi.org/10.1051/ro/2017004" @default.
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