Abstract
To solve the Linear Fractional Programming system, the Charnes-Cooper Transformation is used to split the original objective function to an equivalent, simplified linear programming system. To prove the congruence of two systems, the feasibility and optimality of the linear fractional program maximizes or minimizes a ratio of affine functions over a polyhedral set is proved. In the last part of the paper, a MATLAB function is used to design an algorithm which accepts the input of parameters of a fractional polyhedral set, and outputs the optimal solution.
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