An algorithm for solving the parametric linear fractional programming. (Chinese. English summary) Zbl 0846.90107
Summary: This paper discussed two linear fractional programs, one with a parameter in the objective function, the other with a scalar parameter in the right-hand side of the restrictions. A new algorithm is given. In general both problems can be solved by an additional parameter. This paper gives another algorithm which is based on the simplex algorithm and does not need extra parameters.
MSC:
90C32 | Fractional programming |
90C31 | Sensitivity, stability, parametric optimization |
90C05 | Linear programming |