Linear Programming with a Fractional Objective Function

Published Online:https://doi.org/10.1287/opre.21.1.22

This paper presents an algorithm, based on the simplex routine, that provides a way to solve a problem in which the objective function is not linear, but rather is represented by a ratio of two linear functions. This algorithm has a computational advantage over two previous ones because it requires neither variable transformations nor the introduction of new variables and constraints.

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