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1999 ɛ-OPTIMALITY AND DUALITY FOR FRACTIONAL PROGRAMMING
Jen-Chwan Liu, Kazunori Yokoyama
Taiwanese J. Math. 3(3): 311-322 (1999). DOI: 10.11650/twjm/1500407131

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.

Citation

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Jen-Chwan Liu. Kazunori Yokoyama. "ɛ-OPTIMALITY AND DUALITY FOR FRACTIONAL PROGRAMMING." Taiwanese J. Math. 3 (3) 311 - 322, 1999. https://doi.org/10.11650/twjm/1500407131

Information

Published: 1999
First available in Project Euclid: 18 July 2017

zbMATH: 0937.90097
MathSciNet: MR1706053
Digital Object Identifier: 10.11650/twjm/1500407131

Subjects:
Primary: 26A51‎ , 49N15 , 90C32

Keywords: ɛ-optimality , fractional programs , parametric approach , penalty functions

Rights: Copyright © 1999 The Mathematical Society of the Republic of China

Vol.3 • No. 3 • 1999
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