-OPTIMALITY AND DUALITY FOR FRACTIONAL PROGRAMMING
Author(s) -
Jen-Chwan Liu,
Kazunori Yokoyama
Publication year - 1999
Language(s) - English
DOI - 10.11650/tjm.1326
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.
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