Results 251 to 260 of about 69,311 (291)

Parametric Analysis in Linear Fractional Programming

Operations Research, 1986
We consider the parametric analysis for a linear fractional programming problem with a scalar parameter in the right-hand side of the restrictions. A method we develop determines the optimal value of the objective function as well as the optimal solution of the parametric problem.
openaire   +2 more sources

Linear Programming with a Fractional Objective Function

Operations Research, 1973
This paper presents an algorithm, based on the simplex routine, that provides a way to solve a problem in which the objective function is not linear, but rather is represented by a ratio of two linear functions. This algorithm has a computational advantage over two previous ones because it requires neither variable transformations nor the introduction
Bitran, G. R., Novaes, A. G.
openaire   +1 more source

Multicriteria linear fractional programming

1981
The object of this thesis is to study the multi-criteria linear fractional programming problems (MLFP). The characterizations of efficiency, weak efficiency and proper efficiency are derived. In the bicriteria case, the set E of all efficient solutions of (MLFP) is path-connected by a finite number of line segments and the efficient frontier F(E) can ...
openaire   +1 more source

Programming with linear fractional functionals

Naval Research Logistics Quarterly, 1968
AbstractCharnes and Cooper [1] showed that a linear programming problem with a linear fractional objective function could be solved by solving at most two ordinary linear programming problems. In addition, they showed that where it is known a priori that the denominator of the objective function has a unique sign in the feasible region, only one ...
openaire   +1 more source

Generalized linear multiplicative and fractional programming

Annals of Operations Research, 1990
The nonconvex problem of minimizing the sum of a convex function and the product of two linear functions over a polytope is shown to be solvable by a sequence of convex programming problems, by embedding the original n-dimensional problem into an \((n+1)\)-dimensional master problem and then applying a parametric programming approach.
Konno, Hiroshi, Kuno, Takahito
openaire   +2 more sources

Partial linearization for generalized fractional programming

Zeitschrift für Operations Research, 1988
The authors consider the following generalized fractional program: \[ (P)\quad_{x\in X}\{_{1\leq i\leq p}\{\frac{f_ i(x)}{g_ i(x)}\}\}, \] where \(X\subset R^ n\) is nonempty, \(f_ i\), \(g_ i\) are real continuous functions on an open set \(\Omega \subset R^ n\) including the closure of X, and \(g_ i\) are positive on \(\Omega\).
Benadada, Y., Ferland, J. A.
openaire   +1 more source

Extreme point linear fractional functional programming

Zeitschrift für Operations Research, 1974
This paper deals with the optimization of the ratio of two linear functions subject to a set of linear constraints with the additional restriction that the optimal solution is to be an extreme point of another convex polyhedron. In this paper, an enumerative procedure for solving such type of problems is developed.
Puri, M. C., Swarup, K.
openaire   +2 more sources

On Minimax General Linear Fractional Programming

2009 International Conference on Information Engineering and Computer Science, 2009
In this paper a global optimization algorithm is proposed for solving minimax linear fractional programming problem (P). By utilizing equivalent problem ƒ Q ≈ and linearization technique, the relaxation linear programming (RLP) about the (Q) is established.
Qigao Feng, Hanping Mao, Hongwei Jiao, Jingben Yin   +3 more
openaire   +1 more source

Parametric Solution of Bicriterion Linear Fractional Programs

Operations Research, 1985
We show how certain bicriterion fractional programs can be reduced to a one parameter linear program and a series of one-dimensional maximizations. The resulting algorithm is easily implemented using the PARAROW option of MPSX, and has readily solved problems having up to 300 variables and 150 constraints.
openaire   +2 more sources

A Linear Fractional Program with Homogeneous Constraints by

OPSEARCH, 1999
This paper proposes an algorithm for solving a linear fractional functionals program when some of its constraints are homogeneous. Using these homogeneous constraints a transformation matrix T is constructed. Matrix T transforms the given problem into another linear fractional functional program but with fewer constraints.
openaire   +1 more source