On linear fractional programming problem and its computation using a neural network model

In this paper we consider linear fractional programming problem and look at its linear complementarity formulation. In the literature, uniqueness of solution of a linear fractional programming problem is characterized through strong quasiconvexity. We present another characterization of uniqueness through complementarity approach and show that the solution set of a fractional programming problem is convex. Finally we formulate the complementarity condition as a set of dynamical equations and prove certain results involving the neural network model. A computational experience is also reported.