An explicit general solution in linear fractional programming

✍ Scribed by A. Charnes; W. W. Cooper

• Publisher: John Wiley and Sons
• Year: 1973
• Tongue: English
• Weight: 588 KB
• Volume: 20
• Category: Article
• ISSN: 0894-069X
• DOI: 10.1002/nav.3800200308

✦ Synopsis

Abstract

A complete analysis and explicit solution is presented for the problem of linear fractional programming with interval programming constraints whose matrix is of full row rank. The analysis proceeds by simple transformation to canonical form, exploitation of the Farkas‐Minkowki lemma and the duality relationships which emerge from the Charnes‐Cooper linear programming equivalent for general linear fractional programming. The formulations as well as the proofs and the transformations provided by our general linear fractional programming theory are here employed to provide a substantial simplification for this class of cases. The augmentation developing the explicit solution is presented, for clarity, in an algorithmic format.