Adaptive projection methods for linear fractional programming
Keyword(s):
In this paper, we are interested in solving a linear fractional program by two different approaches. The first one is based on interior point methods which makes it possible to solve an equivalent linear program to the linear fractional program. The second one allows us to solve a variational inequalities problem equivalent to the linear fractional program by an efficient projection method. The numerical tests show clearly that interior point methods are more efficient than of projection one.
2014 ◽
Vol 3
(1)
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pp. 43-64
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