Multicriteria fractional programming — an approach by means of conjugate functions

Abstract

This paper deals with multicriteria fractional problems. Since this problems in general are not convex, the basic problem will be transformed into a convex optimization problem by using an extension of the conception of Dinkelbach to vector optimization. It will be formulated a dual problem to the transformed optimization problem, where conjugate functions are used. There will be proved strong and converse duality theorems with conclusions to basic fractional problem.