Hostname: page-component-8448b6f56d-gtxcr Total loading time: 0 Render date: 2024-04-17T15:00:52.490Z Has data issue: false hasContentIssue false

Duality for fractional minimax programming problems

Published online by Cambridge University Press:  17 February 2009

Shri Ram Yadav
Affiliation:
Department of Applied Mathematics, Institute of Technology, Banaras Hindu University, Varanasi-221 005, India.
R. N. Mukherjee
Affiliation:
Department of Applied Mathematics, Institute of Technology, Banaras Hindu University, Varanasi-221 005, India.
Rights & Permissions [Opens in a new window]

Abstract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

Duality theory is discussed for fractional minimax programming problems. Two dual problems are proposed for the minimax fractional problem: minimize maxy∈Υf(x, y)/h(x, y), subject to g(x) ≤ 0. For each dual problem a duality theorm is established. Mainly these are generalisations of the results of Tanimoto [14] for minimax fractional programming problems. It is noteworthy here that these problems are intimately related to a class of nondifferentiable fractional programming problems.

Type
Research Article
Copyright
Copyright © Australian Mathematical Society 1990

References

[1] Chandra, S., Craven, B. D., and Mond, B., “Generalized fractional programming duality: a ratio game approach,” J. Austral. Math. Soc. Ser. B 28 (1986) 181210.CrossRefGoogle Scholar
[2] Craven, B. D., Mathematical Programming and Control Theory (Chapman and Hall, London, 1978).CrossRefGoogle Scholar
[3] Duffin, R. J., “Numerical estimation of optima by use of dual inequalities”, in Semi-infinite programming and applications (eds. Fiacco, A. V. and Kortanek, K. O.), (Springer-Verlag, Berlin, 1983) 118127.CrossRefGoogle Scholar
[4] Duffin, R. J., Karney, D. F. and Prisman, E. Z., “Apex duality for constrained optimization”, J. Austral. Math. Soc. Ser. B 28 (1986) 134146.CrossRefGoogle Scholar
[5] Jagannathan, R. and Schaible, S., “Duality in generalized fractional programming via Farkas'lemma”, J. of Opt. Th. and Appl. 4 (1983) 417424.CrossRefGoogle Scholar
[6] Kaur, S., “Subgradient duality in fractional programming”, Indian J. of Pure and Applied Math. 13 (3) (1982) 287298.Google Scholar
[7] Mond, B., “A class of nondifferentiable mathematical programming problems, J. of Math. Anal. and Appl. 46 (1974) 169174.CrossRefGoogle Scholar
[8] Mangasarian, O. L., Nonlinear programming (McGraw Hill, New York, 1969).Google Scholar
[9] Rockafellar, R., Convex analysis (Princeton University, press, Princeton, New Jersey, 1970).CrossRefGoogle Scholar
[10] Sawaragi, Y., Nakayama, H., and Tanino, T., Theory of multiobjective optimization (Academic Press, New York, 1985).Google Scholar
[11] Schechter, M., “A subgradient duality theorem”, J. of Math. Anal. and Appl. 61 (1977) 850855.CrossRefGoogle Scholar
[12] Schmitendorf, W. E., “Necessary conditions and sufficient conditions for static minimax problems”, J. of Math. Anal. and Appl. 57 (1977) 683”693.CrossRefGoogle Scholar
[13] Singh, C., “Optimality conditions for fractional minimax programming, J. of Math. Anal. and Appl. 100 (1984) 409415.CrossRefGoogle Scholar
[14] Tanimoto, S., “Duality for a class of nondifferentiable mathematical programming problems”, J. of Math. Anal. and Appl. 79 (1981) 283294.CrossRefGoogle Scholar
[15] Wolf, P., “A duality theorem for nonlinear programming”, Quart. J. of Appl. Math. 19 (1961) 239244.CrossRefGoogle Scholar