Vietnam
Journal of Mathematics 39:4 (2011) 391-404

An Algorithm for Solving Quadratic Fractional
Program

with Linear Homogeneous Constraints

ArchanaKhurana^{1}
and S. R. Arora^{2}

^{1}UniversitySchool of Basic and Applied
Sciences, Guru Gobind Singh Indraprastha

University, Dwarka, Sector-16C,
Delhi-110075, India

^{2}Department of Mathematics,
Hans Raj College, University of Delhi,Delhi-110007, India

Abstract. This paper presents an algorithm for
solving a quadratic fractional program when some of its constraints are
homogeneous. Using these homogeneous constraints a transformation matrix T is constructed. With the help of
this matrix T, the given problem
is transformed into another quadratic fractional program with fewer
constraints. A relationship between the original problem and the
transformed problem is also established which ensures that the solution of
the original problem can be obtained from the transformed problem. The
algorithm finds out the global optimal basic feasible solution of the
quadratic fractional program and is illustrated with the help of a
numerical example.