Equivalence of various linearization algorithms for linear fractional programming

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Jan 1989 English Publisher:Springer Science and Business Media LLCJournal:ZOR Zeitschrift f�r Operations Research Methods and Models of Operations Research, volume 33, pages 39-43 (issn: 0340-9422, eissn: 1432-5217,

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Authors: Suresh Kumar Bhatt;

doi: 10.1007/bf01415516

Equivalence of various linearization algorithms for linear fractional programming

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Abstract

The author shows that the linearization methods proposed by \textit{J. R. Isbell} and \textit{W. H. Marlow} [Nav. Res. Logist. Quart. 3, 71-94 (1956)], \textit{O. L. Mangasarian} [J. Oper. Res. Soc. Japan 12, 1-10 (1969; Zbl 0257.90043)], \textit{G. R. Bitran} and \textit{T. L. Magnanti} [Oper. Res. 24, 675-699 (1976; Zbl 0361.90073)] and the author [Cah. Cent. Etud. Rech. Oper. 23, 53-56 (1981; Zbl 0452.90077)] for the solution of the linear fractional programming probem are algorithmically equivalent in the sense that if they start with the same initial solution, they will generate the same auxiliary linear programming problem and hence the same sequence of points leading to an optimal solution of the linear fractional programming problem.

Related Organizations

University of Manitoba
Canada

Keywords

Numerical mathematical programming methods, Linear programming, linear fractional programming, linearization, Fractional programming

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