On Minimax General Linear Fractional Programming

In this paper a global optimization algorithm is proposed for solving minimax linear fractional programming problem (P). By utilizing equivalent problem ( Q ) and linearization technique, the relaxation linear programming (RLP) about the (Q) is established. The proposed branch and bound algorithm is convergent to the global minimum of (Q) through the successive refinement linear relaxation of the feasible region of objective function and solutions of a series of (RLP). And finally the numerical experiment is given to illustrate the feasibility of the presented algorithm.