Extreme point quadratic fractional programming problem

Abstract

In the present paper an extreme point quadratic fractional programming problem is studied, in which objective is to minimize a quadratic fractional functional subject to a general set of constraints with the additional restriction that it has to be an extreme point of a convex polytope. In the search of the optimal solution of the problem, ranking of extreme points of convex polytope is carried out in non-decreasing order of the values of quadratic fractional objective function. The proposed methodology involves the scanning of the basic feasible solutions of related linear fractional programming problem. The process terminates as soon as an extreme point of the convex polytope is obtained which satisfies the general set of constraints.