A new method for solving linear fractional programming problems

In this paper a new method is suggested for solving the problem in which the objective function is a linear fractional function, and where the constraint functions are in the form of linear inequalities. The proposed method is based mainly upon solving this problem algebraically using the concept of duality. Since the earlier methods based on the vertex information may have difficulties as the problem size increases, our method appears to be less sensitive to the problem size. An example is given to clarify the developed theory and the proposed method.