Abstract
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.
Similar content being viewed by others
References
Charnes, A., andW. W. Cooper: Programming with Linear Fractional Functional. Naval Res. Log. Quart. 181–186, 1962.
Hadley, G.: Linear Programming. Addion Wesley Series.
Swamp, K.: Linear Fractional Functionals Programming. Operations Research, Vol.13, No. 6, 1029–1036, 1965.
Kirby, M. J. L., H. R. Love andK. Swarup: Extreme Point Mathematical Programming. Management Science. U.S.A., 1972.
—: An Enumeration Technique for Extreme Point Mathematical Programming Problems. Research Report, Dalhousie University, Canada, 1970.
Puri, M. C., andK. Swamp: A Systematic Extreme Point Enumeration Procedure for Fixed Charge Problem. Trabajos de Estadistica de Investigacion Operative, Spain, 1973 –1974.
Puri, M. C.: Extreme Point Technique for Assignment Problem. Submitted.
Swarup, K.: Some Aspects of Linear Fractional Functionals Programming. Australian Journal of Statistics, Vol. 7, No. 3, 90–104, 1965.
Martos, B.: Hyperbolic Programming. Naval Res. Logistics Quarterly, 1964.
Dantzig, G. B.: Linear Programming and Extensions. Princeton University Press, Princeton, New Jersey.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Puri, M.C., Swarup, K. Extreme point linear fractional functional programming. Zeitschrift für Operations Research 18, 131–139 (1974). https://doi.org/10.1007/BF01949687
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF01949687