ABSTRACT
Fractional programming, (referred to in Chapter 12), is a branch of nonlinear optimization which concerns itself with optimization problems involving ratio functions. Of interest to us here is the following family of problems:
Problem F : c := max z∈Z
r(z) := v(z)
w(z) (B.1)
where v and w are real-valued functions on some set Z, and w(z) > 0, ∀z ∈ Z. Let Z∗ denote the set of optimal solutions to this problem. We assume that the set Z∗ is not empty.
