A new procedure for solving linear fractional programming problems

An iterative method based on the conjugate gradient projection method for solving linear fractional programming problems is given. Our proposed method consists of a sequence of moves; starting with an initial interior point x0x0 our method finds a second feasible point x1x1, then a third feasible point x2x2, and so on, until the optimal point is reached. A simple example is given to illustrate the use of this proposed method.