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Linear fractional programming and duality

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Abstract

This paper presents a dual of a general linear fractional functionals programming problem. Dual is shown to be a linear programming problem. Along with other duality theorems, complementary slackness theorem is also proved. A simple numerical example illustrates the result.

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Authors and Affiliations

  1. Department of Mathematics, University of Wisconsin, Eau Claire, Hibbard Hall 522, Madison, WI, 54701, USA

    S. S. Chadha & Veena Chadha

Authors
  1. S. S. Chadha
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  2. Veena Chadha
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Correspondence to Veena Chadha.

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Chadha, S.S., Chadha, V. Linear fractional programming and duality. cent.eur.j.oper.res. 15, 119–125 (2007). https://doi.org/10.1007/s10100-007-0021-3

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  • DOI: https://doi.org/10.1007/s10100-007-0021-3

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