Prox-regularization of the dual method of centers for generalized fractional programs

What is it about?

In this work we present a new algorithm to solve Minimax fractional problems. Such problems arise in many fields of applications like economy, stochastic programming, databases, physics..... The proposed algorithm combines some duality results ( dual method of centers) for minimax fractional programs and the proximal point algorithm.

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Why is it important?

The paper presents a prox-dual regularization algorithm for solving generalized fractional programming problems. This algorithm is the combination of the dual method of centers for minimax fractional programs and the proximal point algorithm. The work poves the linear convergence rate and presents some numerical results. The preliminary numerical results show that this algorithm is promising in computation.

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