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Duality in inexact fractional programming with set-inclusive constraints (1986)

Kaul, R. N. ; Kaur, S. ; Lyall, V.

Springer

Journal of optimization theory and applications 50 (1986), S. 279-288

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ISSN: 1573-2878

Keywords: Duality ; fractional programming ; set-inclusive constraints

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics

Notes: Abstract This paper extends the fractional programming problem with set-inclusive constraints studied earlier by replacing every coefficient vector in the objective function with a convex set. A dual is formulated, and well-known duality results are established. A numerical example illustrates the dual strategy to obtain the value of the initial problem.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF00939274

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