Linear-fractional programming: Difference between revisions

Revision as of 17:34, 16 May 2018

Revision as of 01:01, 16 December 2018

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\text{subject to} \quad & A^T\mathbf{u} + \lambda \mathbf{d} = \mathbf{c} \\

& -\mathbf{b}^T \mathbf{u} + \lambda \beta \geq \alpha \\

& \mathbf{u} \in \mathbb{R}_+^nm, \lambda \in \mathbb{R},

\end{align}

</math>