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Linear fractional programming problems with some multi-choice parameters

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  • Avik Pradhan
  • M.P. Biswal

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.

Suggested Citation

  • Avik Pradhan & M.P. Biswal, 2019. "Linear fractional programming problems with some multi-choice parameters," International Journal of Operational Research, Inderscience Enterprises Ltd, vol. 34(3), pages 321-338.
    • Handle: RePEc:ids:ijores:v:34:y:2019:i:3:p:321-338
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    Cited by:

    1. Namrata Rani & Vandana Goyal & Deepak Gupta, 2021. "A solution procedure for multi-objective fully quadratic fractional optimization model," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 12(6), pages 1447-1458, December.

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