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A Linear Fractional Max-Min Problem.
- Source :
- Operations Research; May/Jun75, Vol. 23 Issue 3, p511, 11p
- Publication Year :
- 1975
-
Abstract
- This paper is concerned with a linear fractional problem of the form: max[sub x] min[sub y] F(X, Y) = (cX + dY + α)/(fX + gY + β), subject to AX + BY less than or equal to b; X, Y greater than or equal to O. This problem represents a generalization of a problem considered in the literature in which F(X, Y) is assumed to be linear. A number of results for the linear case are extended; and, in particular, it is shown that this fractional max-min problem is equivalent to a quasi-convex programming problem whose optimal solution lies at a vertex of the feasible region. Using these results, we develop an algorithm for solving this problem. The paper concludes with a numerical example. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 0030364X
- Volume :
- 23
- Issue :
- 3
- Database :
- Complementary Index
- Journal :
- Operations Research
- Publication Type :
- Academic Journal
- Accession number :
- 6667431
- Full Text :
- https://doi.org/10.1287/opre.23.3.511