Duality theorem for fractional functional programming in complex space
Duality theorems for a class of non-linear programming problems.
Duality of linear programming is used to establish an important duality theorem for a class of non-linear programming problems. Primal problem has quasimonotonic objective function and a convex polyhedron as its constraint set.
Efficiency and Duality in Nonsmooth Multiobjective Fractional Programming Involving η-pseudolinear Functions
Evaluating Fuzzy Inequalities and Solving Fully Fuzzified Linear Fractional Programs
Fenchel-Lagrange duality in vector fractional programming via abstract duality scheme
Fuzzy Mathematical Programming approach for Solving Fuzzy Linear Fractional Programming Problem
In this paper, a solution procedure is proposed to solve fuzzy linear fractional programming (FLFP) problem where cost of the objective function, the resources and the technological coefficients are triangular fuzzy numbers. Here, the FLFP problem is transformed into an equivalent deterministic multi-objective linear fractional programming (MOLFP) problem. By using Fuzzy Mathematical programming approach transformed MOLFP problem is reduced single objective linear programming (LP) problem. The proposed...
Generalized -univex -set functions and global parametric sufficient optimality conditions in minmax fractional subset programming.
Generalized -univex -set functions and global semiparametric sufficient efficiency conditions in multiobjective fractional subset programming.
Generalized -univex -set functions and parametric duality models in minmax fractional subset programming.
Linear fractional functional programming in complex space
Linear fractional program under interval and ellipsoidal uncertainty
In this paper, the robust counterpart of the linear fractional programming problem under linear inequality constraints with the interval and ellipsoidal uncertainty sets is studied. It is shown that the robust counterpart under interval uncertainty is equivalent to a larger linear fractional program, however under ellipsoidal uncertainty it is equivalent to a linear fractional program with both linear and second order cone constraints. In addition, for each case we have studied the dual problems...
Methods for solving stochastic bilinear fractional max-min problems
Mixed-type duality for multiobjective fractional variational control problems.
Multiparametric linear fractional functionals programming.
In this paper a multiparametric linear fractional functionals program, with parameters appearing only in the objective function, is generated. The optimum solution of this parametric program is supposed to satisfy the constraints as equations only. It is also shown that the set of parameters forms a convex polyhedron.
Nondifferentiable and quasidifferentiable duality in vector optimization theory
On extreme point fractional programming
On Rohn's relative sensitivity coefficient of the optimal value for a linear-fractional program
In this note we consider a linear-fractional programming problem with equality linear constraints. Following Rohn, we define a generalized relative sensitivity coefficient measuring the sensitivity of the optimal value for a linear program and a linear-fractional minimization problem with respect to the perturbations in the problem data. By using an extension of Rohn's result for the linear programming case, we obtain, via Charnes-Cooper variable change, the relative sensitivity coefficient for...
On the quadratic fractional optimization with a strictly convex quadratic constraint
In this paper, we have studied the problem of minimizing the ratio of two indefinite quadratic functions subject to a strictly convex quadratic constraint. First utilizing the relationship between fractional and parametric programming problems due to Dinkelbach, we reformulate the fractional problem as a univariate equation. To find the root of the univariate equation, the generalized Newton method is utilized that requires solving a nonconvex quadratic optimization problem at each iteration. A...
Optimality and Duality for a Class of Nondifferentiable Minimax Fractional Programming Problems
Optimisation d’une fonction linéaire sur l’ensemble des solutions efficaces d’un problème multicritère quadratique convexe
Dans ce papier, nous caractérisons l’ensemble des points efficients d’un problème de programmation multicritère quadratique convexe. Nous ramenons ainsi le problème de la minimisation d’une fonction linéaire sur l’ensemble des points efficients à la résolution d’un problème de programmation fractionnaire.