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

Mojtaba Borza, Azmin Sham Rambely, Mansour Saraj

Research output: Contribution to journalArticle

24 Citations (Scopus)

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 languageEnglish
Pages (from-to)3443-3459
Number of pages17
JournalApplied Mathematical Sciences
Volume6
Issue number69-72
Publication statusPublished - 2012

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Fractional Programming
Nonlinear programming
Linear programming
Objective function
Interval
Coefficient
Variable Transformation
Convex Combination
Nonlinear Programming
Nonlinear Problem
Numerical Examples

Keywords

  • Convex combination
  • Interval coefficient
  • Linear fractional programming

ASJC Scopus subject areas

  • Applied Mathematics

Cite this

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

In: Applied Mathematical Sciences, Vol. 6, No. 69-72, 2012, p. 3443-3459.

Research output: Contribution to journalArticle

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