Global Optimization Algorithm for Minimizing Linear Fractional Programming

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  • School of Mathematics and Statistics, North China University of Water Resources and Electric Power, Zhengzhou 450046, China
ZHAO Peng (2000-), male, native of Xinxiang, Henan, master student of North China University of Water Resources and Electric Power, engages in optimization theory and application research; SHEN Pei-ping (1964-), female, native of Nanyang, Henan, professor of North China University of Water Resources and Electric Power, Ph.D, engages in optimisation theory and applicatio; ZHONG Zhe-wei (2000-), male, native of Hangzhou, Zhejiang, master student of North China University of Water Resources and Electric Power, mainly engages in optimization theory and application research.
SHEN Pei-ping (1964-), female, native of Nanyang, Henan, professor of North China University of Water Resources and Electric Power, Ph.D, engages in optimisation theory and applicatio;

Received date: 2025-04-07

  Online published: 2026-03-30

Supported by

Supported by the National Natural Science Foundation of China (Grant Nos. 12571317 and 12071133).

Abstract

In this paper, we study a class of Linear Fractional Programming on a nonempty bounded set, called the Problem (LFP), and design a branch and bound algorithm to find the global optimal solution of the problem (LFP). First, we convert the problem (LFP) to the equivalent problem (EP2). Secondly, by applying the linear relaxation technique to the problem (EP2), the linear relaxation programming problem (LRP2Y ) was obtained. Then, the overall framework of the algorithm is given, and the convergence and complexity of the algorithm are analyzed. Finally, experimental results are listed to illustrate the effectiveness of the algorithm.

Cite this article

ZHAO Peng, SHEN Pei-ping, ZHONG Zhe-wei . Global Optimization Algorithm for Minimizing Linear Fractional Programming[J]. Chinese Quarterly Journal of Mathematics, 2026 , 41(1) : 50 -59 . DOI: 10.13371/j.cnki.chin.q.j.m.2026.01.004

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