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Appendix 11A: Derivation of Equation (11.6a) (11.1)

Appendix 11A: Derivation of Equation (11.6a) (11.1). The objective function L as defined in Equation (18.3) can be rewritten: Then, following the product and chain rule, we have: ( 11A.1 ).

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Linear Fractional Programming

Linear Fractional Programming. What is LFP?. Minimize Subject to p,q are n vectors, b is an m vector, A is an m*n matrix, ?,? are scalar. Lemma 11.4.1. Let f(x)=(p t x+ ?)/(q t x+?), and let S be a convex set such that q t x+? ?0 over S.

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Appendix 11A: Derivation of Equation (11.6a) (11.1)

Linear Fractional Programming