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Solving linear fractional programming problems with interval coefficients in the objective function. A new approach. (English) Zbl 1264.90167
Summary: In the recent years we have seen many approaches to solve fractional programming problems. In this paper, the linear fractional programming problem with interval coefficients in objective function is solved by the variable transformation. In this method a convex combination of the first and the last points of the intervals are used in place of the intervals and consequently the problem is reduced to a nonlinear programming problem. Finally, the nonlinear problem is transformed into a linear programming problem with two more constraints and one more variable compare to the initial problem. Numerical examples are illustrated to show the efficiency of the method.

MSC:
90C32 Fractional programming
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