Extreme point linear fractional functional programming
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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. For an illustration, a numerical example is also provided.
KeywordsLinear Function Extreme Point Additional Restriction Linear Constraint Convex Polyhedron
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