Linear fractional programming problems with some multi-choice parameters Online publication date: Thu, 14-Mar-2019
by Avik Pradhan; M.P. Biswal
International Journal of Operational Research (IJOR), Vol. 34, No. 3, 2019
Abstract: Linear fractional programming is a class of mathematical programming problem where we optimise the ratio of two linear functions subject to some linear constraints. In this paper, we present a linear fractional programming model where some or all the parameters are multi-choice type. We present a novel and efficient method, which integrates classical Charnes-Cooper transformation and Lagrange's interpolating polynomial, to transform multi-choice linear fractional programming problems into an equivalent mixed-integer nonlinear programming (MINLP) problems. A theorem is presented to establish the relation between the optimal solution of the multi-choice linear fractional programs and the equivalent MINLP. Some numerical examples are studied to illustrate the methodology.
Existing subscribers:
Go to Inderscience Online Journals to access the Full Text of this article.
If you are not a subscriber and you just want to read the full contents of this article, buy online access here.Complimentary Subscribers, Editors or Members of the Editorial Board of the International Journal of Operational Research (IJOR):
Login with your Inderscience username and password:
Want to subscribe?
A subscription gives you complete access to all articles in the current issue, as well as to all articles in the previous three years (where applicable). See our Orders page to subscribe.
If you still need assistance, please email subs@inderscience.com