An Explicit General Solution in Linear Fractional Programming

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-Minkowski 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.

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1971
Accession Number
AD0729244

Entities

People

  • Abraham Charnes
  • William W. Cooper

Organizations

  • University of Texas at Austin

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Algorithms
  • Coefficients
  • Computer Programming
  • Contracts
  • Intervals
  • Linear Programming
  • Military Research
  • Optimization
  • Schools
  • Two Dimensional
  • Universities

Fields of Study

  • Mathematics

Readers

  • Operations Research