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: | Husain I., Goyal Abha |
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.