A generalized upper bounded technique for a linear fractional program

An algorithm is developed for solving a special structured linear-fractional program. The structure under study hasM+L constraints equations,L of which have the property that each variable has at most one nonzero coefficient. The proposed method is similar toDantzig andVan Slyke and, from the basis, a working basis of orderM is derived and is used for pivoting, pricing and inversion which for largeL can be significantly lower order than that of the original system.