On optimality and duality theorems of nonlinear disjunctive fractional minmax programs [An article from: European Journal of Operational Research]
Book Details
Author(s)E.E. Ammar
PublisherElsevier
ISBN / ASINB000PDTGP2
ISBN-13978B000PDTGP2
AvailabilityAvailable for download now
MarketplaceUnited States 🇺🇸
Description
This digital document is a journal article from European Journal of Operational Research, published by Elsevier in 2007. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Description:
This paper is concerned with the study of optimality conditions for disjunctive fractional minmax programming problems in which the decision set can be considered as a union of a family of convex sets. Dinkelbach's global optimization approach for finding the global maximum of the fractional programming problem is discussed. Using the Lagrangian function definition for this type of problem, the Kuhn-Tucker saddle point and stationary-point problems are established. In addition, via the concepts of Mond-Weir type duality and Schaible type duality, a general dual problem is formulated and some weak, strong and converse duality theorems are proven.
Description:
This paper is concerned with the study of optimality conditions for disjunctive fractional minmax programming problems in which the decision set can be considered as a union of a family of convex sets. Dinkelbach's global optimization approach for finding the global maximum of the fractional programming problem is discussed. Using the Lagrangian function definition for this type of problem, the Kuhn-Tucker saddle point and stationary-point problems are established. In addition, via the concepts of Mond-Weir type duality and Schaible type duality, a general dual problem is formulated and some weak, strong and converse duality theorems are proven.
