Taiwanese Journal of Mathematics

ɛ-OPTIMALITY AND DUALITY FOR FRACTIONAL PROGRAMMING

Jen-Chwan Liu and Kazunori Yokoyama

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Abstract

We use the parametric approach and exact penalty function to establish the Karush-Kuhn-Tucker type necessary and sucient conditions for an ɛ-optimum of nondierentiable fractional objective function subject to nondierentiable convex inequality constraint, linear equality constraints and abstract constraints. Subsequently, these optimality criteria are utilized as a basis for constructing one dual problem, and duality theorems are presented.

Article information

Source
Taiwanese J. Math., Volume 3, Number 3 (1999), 311-322.

Dates
First available in Project Euclid: 18 July 2017

Permanent link to this document
https://projecteuclid.org/euclid.twjm/1500407131

Digital Object Identifier
doi:10.11650/twjm/1500407131

Mathematical Reviews number (MathSciNet)
MR1706053

Zentralblatt MATH identifier
0937.90097

Subjects
Primary: 26A51: Convexity, generalizations 49N15: Duality theory 90C32: Fractional programming

Keywords
fractional programs parametric approach penalty functions ɛ-optimality

Citation

Liu, Jen-Chwan; Yokoyama, Kazunori. ɛ-OPTIMALITY AND DUALITY FOR FRACTIONAL PROGRAMMING. Taiwanese J. Math. 3 (1999), no. 3, 311--322. doi:10.11650/twjm/1500407131. https://projecteuclid.org/euclid.twjm/1500407131


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