Title: Efficient projective algorithm for linear fractional programming problem based on a linear programming formulation

Authors: Bennani Ahlem; Benterki Djamel

Addresses: Laboratoire de Mathématiques Fondamentales et Numériques LMFN, Département de Mathématiques, Faculté des Sciences, Université Ferhat Abbas Sétif-1, Sétif, 19000, Algeria ' Laboratoire de Mathématiques Fondamentales et Numériques LMFN, Département de Mathématiques, Faculté des Sciences, Université Ferhat Abbas Sétif-1, Sétif, 19000, Algeria

Abstract: In this paper, we are interested in solving a linear fractional programming (LFP) problem that is converted into an equivalent linear program. The obtained problem is solved through an interior point method. In the first step, an adequate formulation of LFP problem into an equivalent linear program was proposed by Bennani et al. (2021) avoiding the increase of the dimension of the initial problem. Moreover, we successfully established a comparative numerical implementation of Ye-Lustig's algorithm to find the optimal solution. A comparative numerical study is carried out between this formulation and another classical one. The results obtained were very encouraging and showed clearly the impact of this formulation.

Keywords: LFP; linear fractional programming; linear programming; interior point method; projective method; algorithm of Ye-Lustig.

DOI: 10.1504/IJCSM.2022.126766

International Journal of Computing Science and Mathematics, 2022 Vol.16 No.1, pp.35 - 45

Received: 12 Mar 2020
Accepted: 08 Feb 2021
Published online: 07 Nov 2022 *

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