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Linear-Fractional Programming Theory, Methods, Applications and Software

  • Book
  • © 2003

Overview

Authors:
  1. Erik B. Bajalinov

    1. Department of Computer Science Institute of Informatics, Debrecen University, Hungary

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Part of the book series: Applied Optimization (APOP, volume 84)

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Table of contents (13 chapters)

  1. Front Matter

    Pages i-xxvii
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  2. Introduction

    • Erik B. Bajalinov
    Pages 1-6

  3. Basic Linear Algebra

    • Erik B. Bajalinov
    Pages 7-39

  4. Introduction to LFP

    • Erik B. Bajalinov
    Pages 41-74

  5. The Simplex Method

    • Erik B. Bajalinov
    Pages 75-127

  6. Duality Theory

    • Erik B. Bajalinov
    Pages 129-175

  7. Sensitivity Analysis

    • Erik B. Bajalinov
    Pages 177-203

  8. Interconnection Between LFP and LP

    • Erik B. Bajalinov
    Pages 205-218

  9. Integer LFP

    • Erik B. Bajalinov
    Pages 219-244

  10. Special LFP Problems

    • Erik B. Bajalinov
    Pages 245-286

  11. Advanced Methods and Algorithms in LFP

    • Erik B. Bajalinov
    Pages 287-301

  12. Advanced Topics in LFP

    • Erik B. Bajalinov
    Pages 303-310

  13. Computational Aspects

    • Erik B. Bajalinov
    Pages 311-380

  14. The Wingulf Package

    • Erik B. Bajalinov
    Pages 381-408

  15. Back Matter

    Pages 409-423
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Keywords

About this book

This is a book on Linear-Fractional Programming (here and in what follows we will refer to it as "LFP"). The field of LFP, largely developed by Hungarian mathematician B. Martos and his associates in the 1960's, is concerned with problems of op­ timization. LFP problems deal with determining the best possible allo­ cation of available resources to meet certain specifications. In particular, they may deal with situations where a number of resources, such as people, materials, machines, and land, are available and are to be combined to yield several products. In linear-fractional programming, the goal is to determine a per­ missible allocation of resources that will maximize or minimize some specific showing, such as profit gained per unit of cost, or cost of unit of product produced, etc. Strictly speaking, linear-fractional programming is a special case of the broader field of Mathematical Programming. LFP deals with that class of mathematical programming problems in which the relations among the variables are linear: the con­ straint relations (i.e. the restrictions) must be in linear form and the function to be optimized (i.e. the objective function) must be a ratio of two linear functions.

Reviews

From the reviews:

"Although several books on general (nonlinear) fractional programming are available, this is the first monograph entirely devoted to linear-fractional problems. As the title indicates, it deals with both the theoretical and the algorithmic aspects of the subject, including the description of a program package for Windows." (Juan-Enrique Martínez-Legaz, Zentralblatt MATH, Vol. 1067 (18), 2005)

Authors and Affiliations

  • Department of Computer Science Institute of Informatics, Debrecen University, Hungary

    Erik B. Bajalinov

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