Abstract

Duality is studied for a minimization problem with finitely many inequality and equality constraints and a set constraint where the constraining convex set is not necessarily open or closed. Under suitable generalized convexity assumptions we derive a weak, strong and strict converse duality theorem. By means of a suitable transformation of variables these results are then applied to a class of fractional programs involving a ratio of a convex and an affine function with a set constraint in addition to inequality and equality constraints. The results extend classical fractional programming duality by allowing for a set constraint involving a convex set that is not necessarily open or closed.KeywordsDualitySet ConstraintsFractional Programming

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.