Duality in generalized linear fractional programming

作者: J. -P. Crouzeix , J. A. Ferland , S. Schaible

DOI: 10.1007/BF02592224

关键词:

摘要: We consider a generalization of linear fractional program where the maximum finitely many ratios is to be minimized subject constraints. For this Min-Max problem, dual in form Max-Min problem introduced and duality relations are established.

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