Linear fractional programming and duality

Linear fractional programming and duality

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Article ID: iaor20082000
Country: Germany
Volume: 15
Issue: 2
Start Page Number: 119
End Page Number: 125
Publication Date: Jun 2007
Journal: Central European Journal of Operations Research
Authors: ,
Keywords: programming: linear
Abstract:

This paper presents a dual of a general linear fractional functionals programming problem. Dual is shown to be a linear programming problem. Along with other duality theorems, complementary slackness theorem is also proved. A simple numerical example illustrates the result.

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