J. Comp. & Math. Sci. Vol. 1(1), 87-91 (2009).

MODIFIED PARAMETRIC APPROACH FOR

LINEAR PLUS LINEAR FRACTIONAL
PROGRAMMING PROBLEM
Sanjay Jain and Adarsh Mangal*
Department of Mathematical Sciences, Government College,
Ajmer- 305 001 (India)
*Department of Mathematics, Government Engineering College,
Ajmer-305001 (India)
E-mail: drjainsanjay@gmail.com, dradarshmangal1@gmail.com
ABSTRACT
A new parametric approach has been proposed for solving
Linear plus Linear Fractional Programming Problem (LPLFPP). The
approach is quite simple because initially the original linear plus linear
Fractional Programming Problem is reduced into Linear Fractional
Programming Problem (LFPP) by using parametric substitution. Solution
of original LPLFPP can be recovered from the solution of LFPP by using
programming theorems.
Key words: Linear plus linear fractional programming problem,
Optimal solution, Objective function, Constraints, Feasible solution.

1. INTRODUCTION

problem by treating the value of the linear form

in the objective function as a parameter.

Earlier Joksch2, Hirche4 and Schaible6

considered the linear plus linear fractional
programming problem with objective function
as

Max
s. t .
and

f ( x) L ( x)
Ax b
x0

1
M ( x)
(1.1)

and reduced the problem to a parametric linear

Further Tuteja 1, Sinha and Tuteja 5

considered the linear plus linear fractional
programming problem with objective function
as the sum of linear function of the form

Max

f ( x ) f1 ( x )

s. t.

Ax b

and

x0

1
g1 ( x)
(1.2)

[ 88 ]
and obtained its solution by converting it into
linear fractional programming problem.
Recently Jain et al. 7 , Jain and Mangal 8
considered the linear plus linear fractional
programming problem with objective function
as the sum of linear and linear fractional
function of the form

Max
s. t.
and

f ( x) L ( x)
Ax b
x0

M ( x)
N ( x)
(1.3)

and obtained its solution by reducing it to a linear

fractional programming problem and further
reducing to a linear programming problem. Jain
et al.9,10 also solve such problem by elimination
technique and by using fuzzy approach.

Max
s. t .

a iT x b

and

x0

Max
s. t.

(c T x )
(d T x ) (2.1)
x X x, A x b

f ( x ) (e T x )

where, x Rn , c, d and e are n vectors,

b Rm+n and , and are scalars, A is an
(m+n) x n matrix. Here nonnegative constraints
are included in set of constraints. It is assumed
that the set of feasible solutions X is bounded
and closed and (dTx + ) > 0.
Above problem (2.1) can be put in the
standard form as

(c T x )
(d T x )

; i 1,2, ..., m n (2.2)

Here aiT represent the ith row of the given matrix

A. In the non-degenerate case, an extreme
point of the feasible region X lies on the some
n-linearly independent subset of X.
If (dTx + ) 0, then problem (2.2)
can be reformulated as

Max
s. t.

2. The Problem Formulation for Parametric

Approach :
Here we consider the linear plus linear
fractional programming problem as:

f ( x ) (e T x )

dT
x

T
f ( x) (e T x ) c T

(
d
x

bd
x
b
A

(2.3)
(d T x )

If

x
y 0 , then problem
(d x )
T

(2.3) can be put in the form

Max

f ( y ) (c T y )

(1 d T y )

2 d T y
2 eT

(1 d T y ) (d T x )
s. t.

bdT
A

(2.4)

b
y

Using the substitutions t = (1 d T y )

and z = t y in problem (2.4), it takes the
following form of fractional programming
problem:

[ 89 ]
c T z t t t 2 2 d T z 2 eT t
Max. F ( z, t )
t2
T
s. t.
A b d z bt 0

t d z t
z, t 0
T

and

We have assumed that (1 d T y ) >0

and z = t y, where z1 is an optimal solution of
FPP (2.5). Let us put t1 = (1 d T y ) > 0

then (t1z1, t1) is feasible solution for FPP (2.5)

and
(2.5)

The set S = { z , t : A b d T z b t 0,

t d T z t 2 ; z , t 0 } is clearly a convex

Max. F ( z1t1 , t1 )

c T z1t1 t1 t12 2 d T z1 2 e T t1
t12

set.

cT
3. Solution :
The following programming theorems in
generalized form are useful for the solution of
LPLFPP.

Theorem-1: If z s , t s

is an optimal

solution of reduced fractional programming

problem (2.5), then ts>0.
Proof : Suppose zs 0 and ts = 0 be
an optimal solution of reduced FPP (2.5) and
take an element z from a set S.

z z z s is in S of all 0 and

z1
z 1
eT
2 d T 1 2
t1 t1
t1 t1
t1

cT

z1

T
1 d y 1 d T y

2 d T z1
eT
2

1 dT y
1 dT y

> 0 and finite.

Which contradicts that zs = 0 and ts = 0 is an
optimal solution of reduced FPP (2.5). Hence
ts > 0.
Theorem-2 : If

, t s is an optimal

solution of reduced fractional programming

zs
ts

problem (2.5), then

is an optimal solution

in that case S is unbounded, which contradicts

our assumption that S is bounded.

of original fractional programming problem.

Hence zs 0 and ts = 0 cannot be an

optimal solution of reduced FPP (2.5).

Proof: Let y1 be an optimal solution

of reduced FPP (2.5). Then there exists a t1
namely t1 = (1 d T y ) > 0, such that (t1z1, t1)

Now we assume that both variables

zs = 0 and ts = 0 is an optimal solution of reduced
FPP (2.5), then {Max F(z, t) : (z, t) S} = .

is feasible solution for FPP (2.5). Since z s , t s

is an optimal solution of reduced fractional

programming problem (2.5), so we have

[ 90 ]
Max. F (z s , t s )

Hence the required optimal solution of original

c T z s t s t s t s2 2 d T z s 2 e T t s

t s2

problem is

c T y1

zs
ts

2 d T y1
e T (3.1)

2
t1
t1
t1

zs
Now by theorem (1), ts > 0; so
ts

4. CONCLUSION

is feasible

As already proved that s is a

ts

solution for LPLFPP and we have

z
f s
ts

Max

(c T s )
z
ts

(1 d T s )
ts

feasible solution of LPLFPP and s also

ts
satisfies the objective function of LPLFPP,

zs
ts
2 eT

z
z
(1 d T s ) (1 d T s )
ts
ts
2 d T

z
f s
ts

z
2 d T z s 2 eT
(c T s )

ts
ts
ts
t s2

zs

which clearly prove by theorem 2 that

ts
is an optimal solution of LPLFPP. Thus for the
solution of proposed original LPLFPP, we first
solve the reduced FPP (2.5) by any existing
method and then using programming theorems.
Thus any local minimum of the FPP (2.5) will
be a global minimum of original LPLFPP.
5. Particular Case :

z
f s
ts

2 d y1
(c T y1 )
t1
t1

2eT
t1

[u sin g (3.1)]

2 d T y1

(c y1 )

(1 d T y1 ) (1 d T y1 )
T

2 T

e
(1 d T y1 )
F ( y1 )

If we substitute cT = 0 and = 1 in
proposed problem (2.2), then it reduces to

Max

f ( x ) (e T x )

s. t.

Ax b

and

x0

1
(d x )
T

which is considered by Sinha and Tuteja5.

[ 91 ]
REFERENCES
1. G. C. Tuteja, "Programming with sum of
a linear and quotient objective function"
Opsearch, 37, 177-180 (2000).
2. H.C. Joksch, "Programming with fractional
linear objective functions" Naval Research
Log. Quart., 65, 197-204 (1964).
3. I.M. Stancu-Minasian, "Fractional Programming: Theory, Methods and Applications"
Kluwer Academic Publishers, Dordrecht
(1997).
4. J. Hirche, "A note on programming problems
with linear - plus linear fractional objective
functions" European Journal of Operational
Research, 89, 212-214 (1996).
5. S.M. Sinha and G.C. Tuteja, "On fractional
programming" Opsearch, 36, 418 - 424
(1999).
6. S. Schaible, "A note on the sum of a linear
and linear fractional functions" Naval

Research Log. Quart., 24, 691-693 (1977).

7. S. Jain, A. Mangal and P. R. Parihar,
"Linear plus linear fractional programming
with non-differentiable function" Journal
of Combinatorics, Information and System
Sciences, 30, 139-149 (2005).
8. S. Jain and A. Mangal, "Solution of a
generalized fractional programming problem"
Journal of Indian Academy of Mathematics,
26, 15-21 (2004).
9. S. Jain and K. Lachhwani, "Linear plus
fractional multiobjective programming
with homogenous constraints using fuzzy
approach" Accepted for publication in
Iranian Journal of Operations Research
(2009).
10. S. Jain, "Modeling of Fourier elimination
technique for multiobjective linear programming problem" Accepted for publication
in Journal of A. M. S. E. (France) SeriesA (2009).