[ANN] LinearFractional.jl



I’d like to introduce the package LinearFractional: https://github.com/focusenergy/LinearFractional.jl. LinearFractional is an extension to JuMP and applies the Charnes-Cooper transformation to solve linear fractional programming problems (https://en.wikipedia.org/wiki/Linear-fractional_programming). These are similar to LPs, except that our objective function is a ratio of linear combinations of the variables.

LinearFractional is not yet in METADATA. I’d like to welcome initial feedback from the JuMP community on the package and hopefully we can improve it together!