A New Approach for Solving Linear Fractional Programming Problems with Duality Concept

• 作者: Farhana Ahmed Simi Md. Shahjalal Talukder
• 来源期刊: 最优化(英文)
• 学科: 数学
• 关键词: LINEAR FRACTIONAL PROGRAMMING LINEAR PROGRAMMING DUALITY
• 年，卷（期）: 2017,（1）
• 页码范围: 1-10
• 页数: 10页
• 分类号: O1

摘要

Most of the current methods for solving linear fractional programming (LFP) problems depend on the simplex type method. In this paper, we present a new approach for solving linear fractional programming problem in which the objective function is a linear fractional function, while constraint functions are in the form of linear inequalities. This approach does not depend on the simplex type method. Here first we transform this LFP problem into linear programming (LP) problem and hence solve this problem algebraically using the concept of duality. Two simple examples to illustrate our algorithm are given. And also we compare this approach with other available methods for solving LFP problems.