Adaptive projection methods for linear fractional programming
RAIRO. Operations Research, Tome 55 (2021), pp. S2383-S2392

In this paper, we are interested in solving a linear fractional program by two different approaches. The first one is based on interior point methods which makes it possible to solve an equivalent linear program to the linear fractional program. The second one allows us to solve a variational inequalities problem equivalent to the linear fractional program by an efficient projection method. Numerical tests were carried out by the two approaches and a comparative study was carried out. The numerical tests show clearly that interior point methods are more efficient than of projection one.

DOI : 10.1051/ro/2020091
Classification : 90C32, 35R35, 90C51
Keywords: Linear fractional programming, variational inequalities problem, interior point methods, projection methods 
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     author = {Bennani, Ahlem and Benterki, Djamel and Grar, Hassina},
     title = {Adaptive projection methods for linear fractional programming},
     journal = {RAIRO. Operations Research},
     pages = {S2383--S2392},
     year = {2021},
     publisher = {EDP-Sciences},
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     doi = {10.1051/ro/2020091},
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     url = {https://www.numdam.org/articles/10.1051/ro/2020091/}
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Bennani, Ahlem; Benterki, Djamel; Grar, Hassina. Adaptive projection methods for linear fractional programming. RAIRO. Operations Research, Tome 55 (2021), pp. S2383-S2392. doi: 10.1051/ro/2020091

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