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Linear-fractional programming

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For $d^Tx>0$, set
$$
y=\frac{x}{d^Tx},
\qquad
t=\frac1{d^Tx}.
$$
Then $d^Ty=1$, and $Ax=b$ becomes $Ay=bt$, turning a linear-fractional program into a linear program with objective $c^Ty$.


Charnes-Cooper transformation

Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 37 / 1 / a / Solution

Past exam of the mathematics course of the University of Cambridge / 2021 / ib / Paper 4 / 18H / c / i / Solution

Recession cone

Charnes-Cooper transformation

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Charnes-Cooper transformation

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