Fractional programming with absolute-value functions: A fuzzy goal programming approach

Fuzzy goal programming (FGP) is an important technique for solving many decision/management problems. Following the philosophy of FGP, this paper proposes a new approach to solve fractional programming with absolute-value functions (FP-A). The major contribution of this paper is that the FP-A problem can be converted to the linearized FGP problem. Then, the linearized FGP problem can be easily solved by commercialized linear programming packages. In addition, illustrative examples are included to demonstrate the correctness of the proposed method.