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On extreme point programming problem. (English) Zbl 0535.90091

The general extreme point linear fractional functional programming problem is considered, and a solution algorithm is proposed on the basis of a ranking of the basic non-feasible solutions of the dual problem until a basic solution of the dual is reached. Two procedures are defined in which the ranking is executed by respectively a cutting plane technique or enumeration. Certain tests of extremality or feasibility needed in previous methods are not required in the new algorithm.
Reviewer: K.M.Mjelde

MSC:

90C32 Fractional programming
65K05 Numerical mathematical programming methods
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References:

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