Article ID: | iaor20084130 |
Country: | Netherlands |
Volume: | 172 |
Issue: | 1 |
Start Page Number: | 31 |
End Page Number: | 39 |
Publication Date: | Jul 2006 |
Journal: | European Journal of Operational Research |
Authors: | Caballero Rafael, Hernndez Mnica |
Keywords: | programming: fractional |
The problem resulting from a goal programming problem with linear fractional criteria is not easy to solve due to the non-linear constraints inherent in its formulation. This paper introduces a simple and reliable test to establish whether a linear fractional goal programming problem has solutions that verify all goals and, if so, how to find them by solving a linear programming problem. This paper also outlines a new technique for restoring efficiency based on a minimax philosophy. An example is presented.