Successive linear programming for ratio goal problems

✍ Scribed by R. Armstrong; A. Charnes; C. Haksever

• Publisher: Elsevier Science
• Year: 1987
• Tongue: English
• Weight: 750 KB
• Volume: 32
• Category: Article
• ISSN: 0377-2217
• DOI: 10.1016/s0377-2217(87)80010-3

✦ Synopsis

This paper develops two effective methods for solution of the nonlinear and non-convex programming problems of multiple ratio goal models. They are based on Charnes and Cooper's convergence theorem for an associated sequence class of linear programs. The Charnes-Cooper results are extended to develop two alternate algorithms and implementations effectively employing new information en route to solution to achieve significant savings in computation time over methods not taking advantage of such information. Possible uses for other applications than the computed examples or for other model classes are also indicated.