Restoration of efficiency in a goal programming problem with linear fractional criteria

Restoration of efficiency in a goal programming problem with linear fractional criteria

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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: ,
Keywords: programming: fractional
Abstract:

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.

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