Linear fractional programming and duality |
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| Authors: | S S Chadha Veena Chadha |
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| Institution: | (1) Department of Mathematics, University of Wisconsin, Eau Claire, Hibbard Hall 522, Madison, WI 54701, USA |
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| Abstract: | This paper presents a dual of a general linear fractional functionals programming problem. Dual is shown to be a linear programming
problem. Along with other duality theorems, complementary slackness theorem is also proved. A simple numerical example illustrates
the result. |
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| Keywords: | Linear fractional program Linear program Duality Complementary slackness |
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