Optimality conditions and duality for a class of continuous-time generalized fractional programming problems

作者: G.J. Zalmai

DOI: 10.1016/0022-247X(90)90218-5

关键词:

摘要: Abstract In this paper, we present necessary optimality conditions and sufficient conditions, weak, strong, converse duality theorems for a class of continuous-time generalized fractional programming problems with nonlinear operator inequality linear equality constraints. The primal dual considered in paper contain, as special cases, the analogues various primal-dual pairs similar previously studied areas finite-dimensional linear, quadratic, programming.

参考文章(37)
A. Charnes, W.W. Cooper, Goal programming and multiple objective optimizations: Part 1 European Journal of Operational Research. ,vol. 1, pp. 39- 54 ,(1977) , 10.1016/S0377-2217(77)81007-2
M. J. D. Powell, I. Barrodale, F. D. K. Roberts, The differential correction algorithm for rational L∞ approximation SJNA. ,vol. 9, pp. 169- 169 ,(1971) , 10.1007/BFB0069455
S. Schaible, Bibliography in fractional programming Zeitschrift für Operations Research. ,vol. 26, pp. 211- 241 ,(1982) , 10.1007/BF01917115
J. Von Neumann, A Model of General Economic Equilibrium The Review of Economic Studies. ,vol. 13, pp. 1- 9 ,(1945) , 10.1007/978-1-349-15430-2_1
Thomas W Reiland, Optimality conditions and duality in continuous programming I. Convex programs and a theorem of the alternative Journal of Mathematical Analysis and Applications. ,vol. 77, pp. 297- 325 ,(1980) , 10.1016/0022-247X(80)90278-4
G.J Zalmai, Optimality conditions and Lagrangian duality in continuous-time nonlinear programming Journal of Mathematical Analysis and Applications. ,vol. 109, pp. 426- 452 ,(1985) , 10.1016/0022-247X(85)90160-X
Jacques A. Ferland, Jean-Yves Potvin, Generalized fractional programming: Algorithms and numerical experimentation European Journal of Operational Research. ,vol. 20, pp. 92- 101 ,(1985) , 10.1016/0377-2217(85)90287-5
J. -P. Crouzeix, J. A. Ferland, S. Schaible, Duality in generalized linear fractional programming Mathematical Programming. ,vol. 29, pp. 243- 243 ,(1984) , 10.1007/BF02592224
Thomas W. Reiland, Lagrangian duality for a class of infinite programming problems Numerical Functional Analysis and Optimization. ,vol. 2, pp. 507- 530 ,(1980) , 10.1080/01630568008816073