OPTIMIZATION LINEAR FRACTIONAL PROGRAMMING PROBLEMS WITH INTERVAL COEFFICIENTS IN THE OBJECTIVE FUNCTION

Non linear programming is the most important optimizations. One of them is  linear fractional programming problem. On some applications of linear programming problems, the coefficient on the model often can not be determined precisely. One method to solve this linear programming problem is to use an interval approach, where uncertain coefficients are transformed into the form of intervals. The linear fractional programming problem with interval coefficients in the objective function is solved by the variable transformation. The transformation was introduced by Charnes and Cooper. In this method a combination of the first and the last points of the intervals are used in place of the intervals. This research showed that optimization linear fractional programming problems with interval coefficient in objective function can be transformed with Charnes and Cooper’s transformation.