This talk will overview the linear-fractional programming (LFP): from the defining of common LFP problem via main theoretical results, dual problem, to software and my aims as a TRACS Visitor. The main focus will be on the connection between linear and linear-fractional programming problems (economic interpretation, duality, dual variables, computational aspects, etc).
WinGULF program package developed by the author for educational purposes will be presented (primal simplex method for continuous LFP and branch & bound method for integer LFP). The package is implemented in Delphi and works in two modes, auto and step by step. It has two pivoting rules built-in and provides a full range of other built-in options. Output includes levels, slacks, shadow costs, shadow prices and range analysis, each of which can optionally be suppressed.
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