Charnes-Cooper transformation
= Charnes-Cooper transformation
{c}
{wiki}
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 $c^Ty$.