EXPLICIT GENERAL SOLUTION IN LINEAR FRACTIONAL PROGRAMMING

A complete analysis and explicit solution is presented for the problem of linear fractional programming with interval programming constraints whose matrix is of full row rank. The analysis proceeds by simple transformation to canonical form, exploitation of the Farkas-Minkowski lemma and the duality relationships which emerge from the A. Charnes-W. W. Cooper linear programming equivalent for general linear fractional programming. The formulations as well as the proofs and the transformations provided by general linear fractional programming theory are here employed to provide a substantial simplification for this class of cases. The augmentation developing the explicit solution is presented, for clarity, in an algorithmic format.