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1. INTRODUCTION
Max
s. t .
and
f ( x) L ( x)
Ax b
x0
1
M ( x)
(1.1)
Max
f ( x ) f1 ( x )
s. t.
Ax b
and
x0
1
g1 ( x)
(1.2)
[ 88 ]
and obtained its solution by converting it into
linear fractional programming problem.
Recently Jain et al. 7 , Jain and Mangal 8
considered the linear plus linear fractional
programming problem with objective function
as the sum of linear and linear fractional
function of the form
Max
s. t.
and
f ( x) L ( x)
Ax b
x0
M ( x)
N ( x)
(1.3)
Max
s. t .
a iT x b
and
x0
Max
s. t.
(c T x )
(d T x ) (2.1)
x X x, A x b
f ( x ) (e T x )
(c T x )
(d T x )
Max
s. t.
f ( x ) (e T x )
dT
x
T
f ( x) (e T x ) c T
(
d
x
bd
x
b
A
(2.3)
(d T x )
If
x
y 0 , then problem
(d x )
T
Max
f ( y ) (c T y )
(1 d T y )
2 d T y
2 eT
(1 d T y ) (d T x )
s. t.
bdT
A
(2.4)
b
y
[ 89 ]
c T z t t t 2 2 d T z 2 eT t
Max. F ( z, t )
t2
T
s. t.
A b d z bt 0
t d z t
z, t 0
T
and
The set S = { z , t : A b d T z b t 0,
t d T z t 2 ; z , t 0 } is clearly a convex
Max. F ( z1t1 , t1 )
c T z1t1 t1 t12 2 d T z1 2 e T t1
t12
set.
cT
3. Solution :
The following programming theorems in
generalized form are useful for the solution of
LPLFPP.
Theorem-1: If z s , t s
is an optimal
z z z s is in S of all 0 and
z1
z 1
eT
2 d T 1 2
t1 t1
t1 t1
t1
cT
z1
T
1 d y 1 d T y
2 d T z1
eT
2
1 dT y
1 dT y
, t s is an optimal
zs
ts
is an optimal solution
[ 90 ]
Max. F (z s , t s )
c T z s t s t s t s2 2 d T z s 2 e T t s
t s2
problem is
c T y1
zs
ts
2 d T y1
e T (3.1)
2
t1
t1
t1
zs
Now by theorem (1), ts > 0; so
ts
4. CONCLUSION
is feasible
z
f s
ts
Max
(c T s )
z
ts
(1 d T s )
ts
zs
ts
2 eT
z
z
(1 d T s ) (1 d T s )
ts
ts
2 d T
z
f s
ts
z
2 d T z s 2 eT
(c T s )
ts
ts
ts
t s2
zs
z
f s
ts
2 d y1
(c T y1 )
t1
t1
2eT
t1
[u sin g (3.1)]
2 d T y1
(c y1 )
(1 d T y1 ) (1 d T y1 )
T
2 T
e
(1 d T y1 )
F ( y1 )
If we substitute cT = 0 and = 1 in
proposed problem (2.2), then it reduces to
Max
f ( x ) (e T x )
s. t.
Ax b
and
x0
1
(d x )
T
[ 91 ]
REFERENCES
1. G. C. Tuteja, "Programming with sum of
a linear and quotient objective function"
Opsearch, 37, 177-180 (2000).
2. H.C. Joksch, "Programming with fractional
linear objective functions" Naval Research
Log. Quart., 65, 197-204 (1964).
3. I.M. Stancu-Minasian, "Fractional Programming: Theory, Methods and Applications"
Kluwer Academic Publishers, Dordrecht
(1997).
4. J. Hirche, "A note on programming problems
with linear - plus linear fractional objective
functions" European Journal of Operational
Research, 89, 212-214 (1996).
5. S.M. Sinha and G.C. Tuteja, "On fractional
programming" Opsearch, 36, 418 - 424
(1999).
6. S. Schaible, "A note on the sum of a linear
and linear fractional functions" Naval