A simplex algorithm for piecewise-linear fractional programming problems

A simplex algorithm for piecewise-linear fractional programming problems

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Article ID: iaor20084707
Country: Netherlands
Volume: 178
Issue: 2
Start Page Number: 343
End Page Number: 358
Publication Date: Apr 2007
Journal: European Journal of Operational Research
Authors: ,
Keywords: programming: linear
Abstract:

Generalizations of the well-known simplex method for linear programming are available to solve the piecewise linear programming problem and the linear fractional programming problem. In this paper we consider a further generalization of the simplex method to solve piecewise linear fractional programming problems unifying the simplex method for linear programs, piecewise linear programs, and the linear fractional programs. Computational results are presented to obtain further insights into the behavior of the algorithm on random test problems.

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