An exact iterative algorithm to solve a linear fractional programming problem

The Linear Fractional Programming (LFP) problem that optimizes the ratio of two linear objective functions under constraints has a wide range application areas. Based on traditional definition continuity, we developed an exact iterative algorithm does not depend big-M coefficients. Removing nonlinearity in fractional function by converting into form, equivalent linear-iterative is obtained and computationally efficient proposed. We also analyze unbounded asymptotic solution case LFP. To demonstrate efficiency proposed method, illustrative numerical examples are provided for all cases. Also, validity our \hl{and compare results with existing from literature} generating random large-scale test problems.