| Article ID: | iaor20012953 |
| Country: | Belgium |
| Volume: | 39 |
| Issue: | 1 |
| Start Page Number: | 21 |
| End Page Number: | 30 |
| Publication Date: | Jan 1999 |
| Journal: | Belgian Journal of Operations Research, Statistics and Computer Science |
| Authors: | Abbas Moncef, Moulaï Mustapha |
| Keywords: | programming: nonlinear, programming: integer |
A new algorithm for solving mixed integer linear fractional programming problem which maximizes a linear fractional objective function under the constraint of some linear inequalities is developed in the present paper. After obtaining an optimal solution of the continuous fractional problem whatever the feasible region is, we are able to construct an improved branch and bound method based on computation of penalties for solving the mixed integer linear fractional problem in a finite number of iterations. An illustrative numerical example is included.