Linear fractional programming and duality

被引：36

作者：

Chadha, S. S. ^{[1
]}

Chadha, Veena ^{[1
]}

机构：

[1] Univ Wisconsin, Dept Math, Eau Claire, WI 54701 USA

来源：

CENTRAL EUROPEAN JOURNAL OF OPERATIONS RESEARCH | 2007年 / 15卷 / 02期

关键词：

linear fractional program; linear program; duality; complementary slackness;

D O I：

10.1007/s10100-007-0021-3

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

This paper presents a dual of a general linear fractional functionals programming problem. Dual is shown to be a linear programming problem. Along with other duality theorems, complementary slackness theorem is also proved. A simple numerical example illustrates the result.

引用

页码：119 / 125

页数：7