Abstract
This paper considers a problem of nonlinear programming in which the objective function is the ratio of two linear functions and the constraints define a bounded and connected feasible region. Using a coordinate transformation, this problem is transformed into a simpler one, whose geometric interpretation is of particular significance. The transformation leads to a characterization of some special vertices of the feasible region from both the theoretical and operational points of view.
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Communicated by F. Zirilli
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Ottaviani, M., Pacelli, G. Fractional programming and characterization of some vertices of the feasible region. J Optim Theory Appl 79, 333–344 (1993). https://doi.org/10.1007/BF00940584
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DOI: https://doi.org/10.1007/BF00940584