Complex minimax fractional programming of analytic functions

被引:17
作者
Lai, H. C. [1 ]
Liu, J. C. [2 ]
Schaible, S. [3 ]
机构
[1] Chung Yuan Christian Univ, Dept Appl Math, Chungli 320, Taiwan
[2] Natl Taiwan Normal Univ, Dept Math & Sci, Linkou 24499, Taiwan
[3] Univ Calif Riverside, AG Anderson Grad Sch Management, Riverside, CA 92521 USA
关键词
complex minimax fractional programming; convexity; pseudoconvexity; quasiconvexity; optimality; duality;
D O I
10.1007/s10957-007-9332-8
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We prove that a minmax fractional programming problem is equivalent to a minimax nonfractional parametric problem for a given parameter in complex space. Using a parametric approach, we establish the Kuhn-Tucker type necessary optimality conditions and prove the existence theorem of optimality for complex minimax fractional programming in the framework of generalized convexity. Subsequently, we apply the optimality conditions to formulate a one-parameter dual problem and prove weak duality, strong duality, and strict converse duality theorems involving generalized convex complex functions.
引用
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页码:171 / 184
页数:14
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