Fractional program

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Objective and/or constraint functions are sums of ratios of the form LaTeX: V(x)/D(x), where typically LaTeX: D(x) > 0 over some domain LaTeX: X. The case of one term is special, and the linear fractional program has affine numerator and denominator. The linear 1-term case, LaTeX: (ax+b)/(cx+b) (where LaTeX: cx+b > 0 over the feasible region), is equivalent to solving a parametric linear program:

LaTeX: 
\mbox{opt } (ax+b) - u(cx+b) : x \in X,
where LaTeX: u is the parameter.


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