How to use `scipy.optimize.linprog` for a more complicated objective function?

Question

Is there a way to solve a more complicated objective function using scipy.optimize.linprog ? The problem takes the form

c^T * x / ((d^T * x)^T*e)

where x = N x 1 , c = N x 1 , d = N x M and e = M x 1 .

Using an explicit function in scipy.optimize.minimize takes too long.

Answer 1

So it turns out this is actually a well know problem in optimization called linear fractional programming. There is a way to transform the variables and solve it with some additional constraints. I am not sure whether scipy linprog will work, but at least there is a path I can see.