On Hyperbolic Programming with a Single Constraint and Upper-Bounded Variables

The hyperbolic (or fractional) linear programming problem with only one aggregate constraint is solved by a simple and extremely efficient algorithm. The core step in the iterative procedure is the optimization of a linear function subject to a single linear constraint.

• 저널Management Science · 19(1) · 42–45
• 토픽Optimization and Variational Analysis · Computational Theory and Mathematics
• DOI10.1287/mnsc.19.1.42
• 저자Salah E. Elmaghraby, Sanji Arisawa