1. Componentwise Dinkelbach algorithm for nonlinear fractional optimization problems.
- Author
-
Günther, Christian, Orzan, Alexandru, and Precup, Radu
- Subjects
- *
NORMED rings , *FUNCTION spaces , *COMMERCIAL space ventures , *COERCIVE fields (Electronics) , *ALGORITHMS - Abstract
The paper deals with fractional optimization problems where the objective function (ratio of two functions) is defined on a Cartesian product of two real normed spaces X and Y. Within this framework, we are interested to determine the so-called partial minimizers, i.e. points in $ X \times Y $ X × Y with the property that any of its variables minimizes the objective function, restricted to this variable, with respect to the other one. While any global minimizer is obviously a partial minimizer, the reverse implication holds true only under additional assumptions (e.g. separability properties of the involved functions). By exploiting the particularities of the objective function, we deliver a Dinkelbach type algorithm for computing partial minimizers of fractional optimization problems. Further assumptions on the involved spaces and functions, such as Lipschitz-type continuity, partial Fréchet differentiability, and coercivity, enable us to establish the convergence of our algorithm to a partial minimizer. [ABSTRACT FROM AUTHOR]
- Published
- 2024
- Full Text
- View/download PDF