Using Feasible Directions to Solve Linear Fractional Programming Problems

Abstract: In this paper, we give an iterative method for solving the problem when the objective function is linear fraction objectives and the constraints are in the form of inequality constraints. The proposed method based on conjugate gradient projection method which is applied to solve nonlinear programming problems with linear constraints. The main idea behind our method is to move through the feasible region via a sequence of points in the direction that improves the objective function. Since methods based on vertex information may have difficulties as the problem size increases this method may prove to be less sensitive to problem size. A simple example is given to clarify this solution procedure