### Abstract

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.

Original language | English |
---|---|

Pages (from-to) | 3443-3459 |

Number of pages | 17 |

Journal | Applied Mathematical Sciences |

Volume | 6 |

Issue number | 69-72 |

Publication status | Published - 2012 |

### Fingerprint

### Keywords

- Convex combination
- Interval coefficient
- Linear fractional programming

### ASJC Scopus subject areas

- Applied Mathematics

### Cite this

*Applied Mathematical Sciences*,

*6*(69-72), 3443-3459.

**Solving linear fractional programming problems with interval coefficients in the objective function. A new approach.** / Borza, Mojtaba; Rambely, Azmin Sham; Saraj, Mansour.

Research output: Contribution to journal › Article

*Applied Mathematical Sciences*, vol. 6, no. 69-72, pp. 3443-3459.

}

TY - JOUR

T1 - Solving linear fractional programming problems with interval coefficients in the objective function. A new approach

AU - Borza, Mojtaba

AU - Rambely, Azmin Sham

AU - Saraj, Mansour

PY - 2012

Y1 - 2012

N2 - 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.

AB - 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.

KW - Convex combination

KW - Interval coefficient

KW - Linear fractional programming

UR - http://www.scopus.com/inward/record.url?scp=84864863045&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84864863045&partnerID=8YFLogxK

M3 - Article

AN - SCOPUS:84864863045

VL - 6

SP - 3443

EP - 3459

JO - Applied Mathematical Sciences

JF - Applied Mathematical Sciences

SN - 1312-885X

IS - 69-72

ER -