LINEARIZATION OF 0-1 MULTI-QUADRATIC FRACTIONAL PROGRAMMING PROBLEM

R. Kapoor () and S. R. Arora ()
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R. Kapoor: Department of Mathematics, I.P. College, University of Delhi, Delhi-110007, India
S. R. Arora: Department of Mathematics, Hansraj College, University of Delhi, Delhi-110007, India

Asia-Pacific Journal of Operational Research (APJOR), 2009, vol. 26, issue 01, 59-84

Abstract: The considered problem in this paper is a 0-1 Multi-Quadratic Fractional Programming Problem (0-1MQFP) without the restriction of positive denominators. The two important contributions of the paper are: (a) it proposes a linearization technique to solve any type of 0-1MQFP problem; and (b) when applied to the 0-1MQFP problem with the restriction of positive denominators, it requires less number of constraints and variables as compare with the available techniques in the literature. The problem is proved to be NP-hard. The linearization process is summarized with the help of an algorithm and flow chart, and further illustrated by examples. Codes for linearizing 0-1MQFPP is given in the APPENDIX.

Keywords: 0-1 Programming; quadratic programming; fractional programming; NP-hard; linearization (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1142/S0217595909002092

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