Determining the Optimal Solution Set for Linear Fractional Programming

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The structure of the optimal solution set is derived for linear fractional programming with the representation theorem of polyhedral sets. Based on an adaptation of the convex simplex method credited to Gilmore and Gomory, we give the uniqueness condition of optimal solution and the computational procedures to find all optimal solutions if the uniqueness condition is not satisfied. Finally, an illustrative example is also given.
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