Duality without a constraint qualification for minimax fractional programming

被引:14
作者
Lai, HC [1 ]
Liu, JC
Tanaka, K
机构
[1] I Shou Univ, Dept Appl Math, Kaohsiung, Taiwan
[2] Natl Overseas Chinese Student Univ, Sect Math, Linkou, Taiwan
[3] Niigata Univ, Dept Math, Niigata, Japan
关键词
generalized fractional programming; cone of directions; duality;
D O I
10.1023/A:1021771011210
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
Using a parametric approach, we establish the necessary and sufficient conditions for generalized fractional programming without the need of a constraint qualification. Subsequently, these optimality criteria are utilized as a basis for constructing a parametric dual model and two other parameter-free dual models. Several duality theorems are established.
引用
收藏
页码:109 / 125
页数:17
相关论文
共 19 条
[1]  
Bector C. R., 1994, Optimization, V30, P93, DOI 10.1080/02331939408843974
[2]  
BECTOR CR, 1988, ASIA PAC J OPER RES, V5, P134
[3]   GENERALIZED FRACTIONAL-PROGRAMMING DUALITY - A PARAMETRIC APPROACH [J].
BECTOR, CR ;
CHANDRA, S ;
BECTOR, MK .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1989, 60 (02) :243-260
[4]  
BENISRAEL A, 1981, OPITMALITY NONLINEAR
[5]   GENERALIZED FRACTIONAL-PROGRAMMING DUALITY - A RATIO GAME APPROACH [J].
CHANDRA, S ;
CRAVEN, BD ;
MOND, B .
JOURNAL OF THE AUSTRALIAN MATHEMATICAL SOCIETY SERIES B-APPLIED MATHEMATICS, 1986, 28 :170-180
[6]   AN ALGORITHM FOR GENERALIZED FRACTIONAL PROGRAMS [J].
CROUZEIX, JP ;
FERLAND, JA ;
SCHAIBLE, S .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1985, 47 (01) :35-49
[7]   DUALITY IN GENERALIZED LINEAR FRACTIONAL-PROGRAMMING [J].
CROUZEIX, JP ;
FERLAND, JA ;
SCHAIBLE, S .
MATHEMATICAL PROGRAMMING, 1983, 27 (03) :342-354
[8]   DUALITY WITHOUT CONSTRAINT QUALIFICATION FOR MULTIOBJECTIVE PROGRAMMING [J].
EGUDO, RR ;
WEIR, T ;
MOND, B .
JOURNAL OF THE AUSTRALIAN MATHEMATICAL SOCIETY SERIES B-APPLIED MATHEMATICS, 1992, 33 :531-544
[9]   PARAMETRIC APPROACHES TO FRACTIONAL PROGRAMS [J].
IBARAKI, T .
MATHEMATICAL PROGRAMMING, 1983, 26 (03) :345-362
[10]  
Ioffe A. D., 1972, Trans. Moscow Math. Soc., V26, P1