Encyclopedia of Operations Research and Management Science

2001 Edition
| Editors: Saul I. Gass, Carl M. Harris

Linear-fractional programming problem

  • Saul I. Gass
  • Carl M. Harris
Reference work entry
DOI: https://doi.org/10.1007/1-4020-0611-X_542

The linear-fractional programming problem is one in which the objective to be maximized is of the form f (xv) = (cxv + α)/(dxv + β) subject to Axv ≤ bv, xv ≥ 0, where α and β are scalars, cv and dv are row vectors of given numbers, and bv is the right-hand-side vector. The problem can be converted to an equivalent linear programming problem by the translation yv = xv/(dxv + β), provded that dxv + β does not change sign in the feasible region.  Fractional programming.

Copyright information

© Kluwer Academic Publishers 2001

Authors and Affiliations

  • Saul I. Gass
    • 1
  • Carl M. Harris
    • 2
  1. 1.Robert H. Smith School of BusinessUniversity of MarylandCollege PartUSA
  2. 2.School of Information Technology & EngineeringGeorge Mason UniversityFairfaxUSA