Minimax fractional programming with nondiferentiable (G,β)-invexity
Author(s) -
Xiaoling Liu,
Dehui Yuan
Publication year - 2014
Publication title -
filomat
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 34
eISSN - 2406-0933
pISSN - 0354-5180
DOI - 10.2298/fil1410027l
Subject(s) - minimax , mathematics , duality (order theory) , lipschitz continuity , fractional programming , mathematical optimization , class (philosophy) , combinatorics , pure mathematics , nonlinear programming , computer science , artificial intelligence , physics , nonlinear system , quantum mechanics
In this paper, we consider the minimax fractional programming Problem (FP) in which the functions are locally Lipschitz $(G, \beta)$-invex. With the help of a useful auxiliary minimax programming problem, we obtain not only $G$-sufficient but also $G$-necessary optimality conditions theorems for the Problem (FP). With $G$-necessary optimality conditions and $(G, \beta)$-invexity in the hand, we further construct dual Problem (D) for the primal one (FP) and prove duality results between Problems (FP) and (D). These results extend several known results to a wider class of programs.
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