Article ID: | iaor20124140 |
Volume: | 53 |
Issue: | 2 |
Start Page Number: | 243 |
End Page Number: | 254 |
Publication Date: | Jun 2012 |
Journal: | Journal of Global Optimization |
Authors: | Lai Hang-Chin, Huang Tone-Yau |
Keywords: | programming: nonlinear |
The purpose of this paper is to study a duality programming problem for a complex nondifferentiable minimax fractional programming with complex variables. The necessary and sufficient optimality conditions are established by Lai and Huang (2009). Employing the optimality conditions, we can constitute a parametric dual model problem. Moreover, we establish the duality theorem and prove that optimal values of the duality problem as well as the primary problem are equal under some reasonable assumptions. That is, there are no duality gap between the primary problem and its duality problem.