Abstract
Charnes and Cooper (1962) introduced a simple linear programming formulation of the problem of maximizing the ratio of two linear functions of variables subject to linear constraints. This paper shows that the formulation can be applied to problems including zero-one decision variables without requiring any new optimization algorithm when using a code that allows Special Ordered Sets of Type One as defined by Beale and Tomlin (1970).
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References
Beale, Evelyn M.L., John A. Tomlin: Special facilities in a general mathematical programming system for nonconvex problems using ordered sets of variables in Proceedings of the Fifth International Conference on Operational Research. Ed. Lawrence J. London: Tavistock Publications, 1970, 447–454.
Charnes, Abraham, William W. COOPER: Programming with Linear Fractional Functionals. Naval Research Logistics Quarterly 9 (1962), 181–186.
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Granot, Daniel, Freda Granot: On Integer and Mixed Integer Fractional Programming Problems. Annals of Discrete Mathematics 1 (1977), 221–231.
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© 1980 Springer-Verlag Berlin Heidelberg
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Beale, E.M.L. (1980). Fractional Programming with Zero-One Variables. In: Fiacco, A.V., Kortanek, K.O. (eds) Extremal Methods and Systems Analysis. Lecture Notes in Economics and Mathematical Systems, vol 174. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-46414-0_21
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DOI: https://doi.org/10.1007/978-3-642-46414-0_21
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-09730-3
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