A new procedure for solving linear fractional programming problems
An iterative method based on the conjugate gradient projection method for solving linear fractional programming problems is given. Our proposed method consists of a sequence of moves; starting with an initial interior point x(0) our method finds a second feasible point x(1), then a third feasible point x(2), and so on, until the optimal point is reached. A simple example is given to illustrate the use of this proposed method. (C) 2007 Elsevier Ltd. All rights reserved.
linear fractional programming conjugate gradient projection interior point