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Optimality conditions and DC-Dinkelbach-type algorithm for generalized fractional programs with ratios of difference of convex functions

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Abstract

In this paper, we develop optimality conditions and propose an algorithm for generalized fractional programming problems whose objective function is the maximum of finite ratios of difference of convex (dc) functions, with dc constraints, that we will call later, DC-GFP. Such problems are generally nonsmooth and nonconvex. We first give in this work, optimality conditions for such problems, by means of convex analysis tools. For solving DC-GFP, the use of Dinkelbach-type algorithms conducts to nonconvex subproblems, which causes the failure of the latter since it requires finding a global minimum for these subprograms. To overcome this difficulty, we propose a DC-Dinkelbach-type algorithm in which we overestimate the objective function in these subproblems by a convex function, and the constraints set by an inner convex subset of the latter, which leads to convex subproblems. We show that every cluster point of the sequence of optimal solutions of these subproblems satisfies necessary optimality conditions of KKT type. Finally we end with some numerical tests to illustrate the behavior of our algorithm.

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Acknowledgements

The authors are very grateful to the reviewers for their careful reading of the paper and thank them for their remarks, corrections and suggestions which greatly improved the paper.

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  1. Laboratoire MISI, Faculté des Sciences et Techniques, Univ. Hassan 1, Settat, Morocco

    Abdelouafi Ghazi & Ahmed Roubi

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  1. Abdelouafi Ghazi
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  2. Ahmed Roubi
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Correspondence to Ahmed Roubi.

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Ghazi, A., Roubi, A. Optimality conditions and DC-Dinkelbach-type algorithm for generalized fractional programs with ratios of difference of convex functions. Optim Lett 15, 2351–2375 (2021). https://doi.org/10.1007/s11590-020-01694-w

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  • DOI: https://doi.org/10.1007/s11590-020-01694-w

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