A note on fractional interval programming
Unternehmensforschung - 1975
Tóm tắt
A linear fractional program of the form max (cx+r)/(dx+s) subject toa≤Ax≤b (FIP) is considered, whereA is am ×n matrix with rank(A)=m. By replacing (FIP) by a parametric linear program, in the first part of this paper the existence of an optimal solution of (FIP) is discussed. In the second part an algorithm is presented which is based upon an algorithm ofDinkelbach and takes into account the special structure of the constraints. The results are illustrated by an example.
Từ khóa
Tài liệu tham khảo
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