Second order duality for fractional programming with support functions

Second order duality for fractional programming with support functions

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Article ID: iaor20052324
Country: India
Volume: 41
Issue: 2
Start Page Number: 121
End Page Number: 134
Publication Date: Jun 2005
Journal: OPSEARCH
Authors: ,
Abstract:

A second order dual is formulated for a fractional programming problem with support functions. Minimize (f(x)+s(xIC1))/(g(x)−s(xIC2)). Subject to hj(x) + S(x I Dj) ≤ 0, j = 1, …, m, where f, g and h are differentiable, possibly nonlinear and appropriate duality theorems are validated.

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