Numerical method for solving a class of continuous-time linear fractional programming problems

Ching Feng Wen; Yung Yih Lur; Sy Ming Guu

doi:10.1109/CSO.2009.423

Numerical method for solving a class of continuous-time linear fractional programming problems

Ching Feng Wen^*, Yung Yih Lur, Sy Ming Guu

^*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Abstract

In this paper, we discuss a class of infinite-dimensional optimization problems called continuous-time linear fractional programming problems (FP). We provide a discrete approximation procedure to find numerical solutions of (FP) and to establish the estimation for the error bound of approximate solutions. Moreover, in order to reduce the consumption of computational time of solving large scale finite-dimensional linear programs, we further develop recurrence algorithms to take over the conventional methods.

Original language	English
Title of host publication	Proceedings of the 2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009
Pages	761-765
Number of pages	5
DOIs	https://doi.org/10.1109/CSO.2009.423
State	Published - 2009
Externally published	Yes
Event	2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009 - Sanya, Hainan, China Duration: 24 04 2009 → 26 04 2009

Publication series

Name	Proceedings of the 2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009
Volume	2

Conference

Conference	2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009
Country/Territory	China
City	Sanya, Hainan
Period	24/04/09 → 26/04/09

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10.1109/CSO.2009.423

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Wen, C. F., Lur, Y. Y., & Guu, S. M. (2009). Numerical method for solving a class of continuous-time linear fractional programming problems. In Proceedings of the 2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009 (pp. 761-765). Article 5194059 (Proceedings of the 2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009; Vol. 2). https://doi.org/10.1109/CSO.2009.423

Wen, Ching Feng ; Lur, Yung Yih ; Guu, Sy Ming. / Numerical method for solving a class of continuous-time linear fractional programming problems. Proceedings of the 2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009. 2009. pp. 761-765 (Proceedings of the 2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009).

@inproceedings{38aa41fdd857494187cc099a32978bbd,

title = "Numerical method for solving a class of continuous-time linear fractional programming problems",

abstract = "In this paper, we discuss a class of infinite-dimensional optimization problems called continuous-time linear fractional programming problems (FP). We provide a discrete approximation procedure to find numerical solutions of (FP) and to establish the estimation for the error bound of approximate solutions. Moreover, in order to reduce the consumption of computational time of solving large scale finite-dimensional linear programs, we further develop recurrence algorithms to take over the conventional methods.",

author = "Wen, {Ching Feng} and Lur, {Yung Yih} and Guu, {Sy Ming}",

year = "2009",

doi = "10.1109/CSO.2009.423",

language = "英语",

isbn = "9780769536057",

series = "Proceedings of the 2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009",

pages = "761--765",

booktitle = "Proceedings of the 2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009",

note = "2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009 ; Conference date: 24-04-2009 Through 26-04-2009",

}

Wen, CF, Lur, YY & Guu, SM 2009, Numerical method for solving a class of continuous-time linear fractional programming problems. in Proceedings of the 2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009., 5194059, Proceedings of the 2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009, vol. 2, pp. 761-765, 2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009, Sanya, Hainan, China, 24/04/09. https://doi.org/10.1109/CSO.2009.423

Numerical method for solving a class of continuous-time linear fractional programming problems. / Wen, Ching Feng; Lur, Yung Yih; Guu, Sy Ming.
Proceedings of the 2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009. 2009. p. 761-765 5194059 (Proceedings of the 2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009; Vol. 2).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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AU - Lur, Yung Yih

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AB - In this paper, we discuss a class of infinite-dimensional optimization problems called continuous-time linear fractional programming problems (FP). We provide a discrete approximation procedure to find numerical solutions of (FP) and to establish the estimation for the error bound of approximate solutions. Moreover, in order to reduce the consumption of computational time of solving large scale finite-dimensional linear programs, we further develop recurrence algorithms to take over the conventional methods.

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Wen CF, Lur YY, Guu SM. Numerical method for solving a class of continuous-time linear fractional programming problems. In Proceedings of the 2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009. 2009. p. 761-765. 5194059. (Proceedings of the 2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009). doi: 10.1109/CSO.2009.423

Numerical method for solving a class of continuous-time linear fractional programming problems

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