Duality in generalized fractional programming via Farkas' lemma
Duality in generalized fractional programming via Farkas' lemma
复制标题
通过 Farkas 引理的广义分数规划中的对偶性
DOI：
10.1007/bf00935361
复制
发表时间：
1983
影响因子：
1.9
通讯作者：
S. Schaible
中科院分区：
文献类型：
--
作者：
R. Jagannathan;S. Schaible
对于目标函数中含有多个比率的分式规划，利用Farkas引理引入了一个对偶。通常，对偶又是一个广义的分数规划。对偶关系是在弱假设下建立的。这在线性情况和非线性情况下都是这样做的。我们证明了仅利用线性(凸)不等式的一个基本结果就可以得到这些非凸规划的对偶。
For fractional programs involving several ratios in the objective function, a dual is introduced with the help of Farkas' lemma. Often the dual is again a generalized fractional program. Duality relations are established under weak assumptions. This is done in both the linear case and the nonlinear case. We show that duality can be obtained for these nonconvex programs using only a basic result on linear (convex) inequalities.