Article ID: | iaor20126011 |
Volume: | 54 |
Issue: | 2 |
Start Page Number: | 295 |
End Page Number: | 306 |
Publication Date: | Oct 2012 |
Journal: | Journal of Global Optimization |
Authors: | Lai Hang-Chin, Chen Hui-Mei |
Keywords: | duality, minimax problem, programming: fractional |
We establish the necessary and sufficient optimality conditions on a nondifferentiable minimax fractional programming problem. Subsequently, applying the optimality conditions, we constitute two dual models: Mond‐Weir type and Wolfe type. On these duality types, we prove three duality theorems–weak duality theorem, strong duality theorem, and strict converse duality theorem.