Title
Duality in nonlinear fractional programming
Abstract
Summary The purpose of the present paper is to introduce, on the lines similar to that ofWolfe [1961], a dual program to a nonlinear fractional program in which the objective function, being the ratio of a convex function to a strictly positive linear function, is a special type of pseudo-convex function and the constraint set is a convex set constrained by convex functions in the form of inequalities. The main results proved are, (i) Weak duality theorem, (ii)Wolfe's (Direct) duality theorem and (iii)Mangasarian's Strict Converse duality theorem.Huard's [1963] andHanson's [1961] converse duality theorems for the present problem have just been stated because they can be obtained as a special case ofMangasarian's theorem [1969, p. 157]. The other important discussion included is to show that the dual program introduced in the present paper can also be obtained throughDinkelbach's Parametric Replacement [1967] of a nonlinear fractional program. Lastly, duality in convex programming is shown to be a special case of the present problem.
Year
DOI
Venue
1973
10.1007/BF01951417
Zeitschr. für OR
Keywords
Field
DocType
Objective Function, Linear Function, Convex Function, Present Problem, Convex Programming
Combinatorics,Perturbation function,Weak duality,Duality (mathematics),Fenchel's duality theorem,Pure mathematics,Duality (optimization),Strong duality,Wolfe duality,Convex analysis,Mathematics
Journal
Volume
Issue
ISSN
17
5
1432-5217
Citations 
PageRank 
References 
13
4.10
0
Authors
1
Name
Order
Citations
PageRank
C. R. Bector119719.95