Nondifferentiable symmetric and self duality in fractional programming

Nondifferentiable symmetric and self duality in fractional programming

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Article ID: iaor20041791
Country: India
Volume: 39
Issue: 5/6
Start Page Number: 267
End Page Number: 280
Publication Date: Dec 2002
Journal: OPSEARCH
Authors: ,
Abstract:

A pair of symmetric dual nondifferentiable fractional programming problems is formulated in which both the numerator and denominator of the objective function contain a term of the support function of a compact convex set. For this pair, weak and strong duality theorems are established under convexity–concavity of the numerator and concavity-convexity of the denominator. Under additional assumptions, this pair of nondifferentiable problems is shown to be self dual. Special cases involving square root of positive semi-definite quadratic forms are deducible from these results.

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