Linear-fractional programming: Difference between revisions

Revision as of 17:23, 28 December 2014

Revision as of 17:12, 20 February 2015

Line 1:

In [[mathematical optimization]], '''linear-fractional programming''' ('''LFP''') is a generalization of [[linear programming]] (LP). Whereas the objective function in a linear programsprogram is area [[linear functional|linear functionsfunction]], the objective function in a linear-fractional program is a ratio of two linear functions. A linear program can be regarded as a special case of a linear-fractional program in which the denominator is the constant function one.

==Relation to linear programming==