Linear-fractional programming: Difference between revisions

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Under the assumption that the feasible region is non-empty and bounded, the Charnes-Cooper transformation<ref name="CC"/>
 
:<math>\mathbf{y} = \frac{1}{\mathbf{d}^T \mathbf{x} + \beta} \cdot \mathbf{x}\;;\;\; t = \frac{1}{\mathbf{d}^T \mathbf{x} + \beta}</math>
 
translates the linear-fractional program above to the equivalent linear program:
 
:<math>
\begin{align}
\text{maximize} \quad & \mathbf{c}^T \mathbf{y} + \alpha t \\