Article ID: | iaor2006360 |
Country: | Germany |
Volume: | 126 |
Issue: | 1 |
Start Page Number: | 23 |
End Page Number: | 40 |
Publication Date: | Jun 2005 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Antczak T. |
A new approach to obtaining the optimality conditions for fractional mathematical programming problems involving one objective ratio in the objective function is considered. Using this approach, an equivalent optimization problem is constructed by a modification of the single-ratio objective function in the fractional programming problem. Furthermore, an η–Lagrange function is introduced for a constructed optimization problem and modified saddle-point results are presented.