Question: Consider the following linear fractional program (LFP): 4x1 + 6x2 + 12 max 3x1+ 7x2+50 s.t. x1 + 3x2 Consider the following linear fractional program

Consider the following linear fractional program (LFP): 4x1 + 6x2 + 12 max 3x1+ 7x2+50 s.t. x1 + 3x2

Consider the following linear fractional program (LFP): m ax 12 _4_ 50 XI 3X2 50 5X1 2X2 70 20 (a) (b) (c) (d) Transform this problem into an equivalent linear program. Use MATLAB (or other software) to solve the LP you created in part (a). Use your answer from part (b) to find a solution to the original LFP. Does your solution in part (c) satisfy the first order necessary conditions (including regularity) ?

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