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Charnes-Cooper transformation
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Mathematics
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Mathematical optimization
Linear programming
Linear-fractional programming
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For
d
T
x
>
0
, set
y
=
d
T
x
x
,
t
=
d
T
x
1
.
(13)
Then
d
T
y
=
1
, and
A
x
=
b
becomes
A
y
=
b
t
, turning a linear-fractional program into a linear program with objective
c
T
y
.
Ancestors
(6)
Linear-fractional programming
Linear programming
Mathematical optimization
Area of mathematics
Mathematics
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