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On duality in linear fractional programming

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Abstract

In this paper, a dual of a given linear fractional program is defined and the weak, direct and converse duality theorems are proved. Both the primal and the dual are linear fractional programs. This duality theory leads to necessary and sufficient conditions for the optimality of a given feasible solution. A unmerical example is presented to illustrate the theory in this connection. The equivalence of Charnes and Cooper dual and Dinkelbach’s parametric dual of a linear fractional program is also established.

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Authors and Affiliations

  1. Department of Applied Mathematics, Indian Institute of Science, 560 012, Bangalore

    C R Seshan

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  1. C R Seshan
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Seshan, C.R. On duality in linear fractional programming. Proc. Indian Acad. Sci. (Math. Sci.) 89, 35–42 (1980). https://doi.org/10.1007/BF02881023

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  • DOI: https://doi.org/10.1007/BF02881023

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