An Algorithm for Linear Fractional Functionals Programming Problems

Abstract

AbstractIn this paper an algorithm is given for solving linear fractional functionals programming problems. This method permits to replace in each iteration several basic variables by an equal number of non‐basic ones so as to obtain a new basic feasible solution with the new value of the objective function which is, at least, as good as the old one. To initiate the algorithm, we start with a basic feasible solution. The method of determining a new basic feasible solution, in each iteration, requires the optimum solution of some auxiliary linear fractional functionals program.