Linear form of function (a/b) for ampl/cplex

Question

I am trying to solve a minimisation problem and I want to minimise an expression

a/b

Where both a & b are variables. Hence this is not a linear problem... How can I transform this function into an other one (being a linear one).

Answer 1

There is a detailed section on how to handle ratios in Linear Programming on the lpsolve site. It should be general enough to apply to AMPL and CPLEX as well.