Introduction

This book deals with linear-fractional programming (LFP). The object of LFP is to find the optimal (maximal or minimal) value of a ear-fractional objective functionsubject to linear constraintson the given variables. If all unknown variables are real valued then we say that the problem is real or continuous. In the case of one or more integer-valued variables we usually say that the problem is integer or IP. The IP problem may be pure, if all the variables must have in optimal solution an integer value, ormixed in the other case.