, Volume 87, Issue 3, pp 747-755

On characterizing the solution sets of pseudolinear programs

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Abstract

This paper provides several new and simple characterizations of the solution sets of pseudolinear programs. By means of the basic properties of pseudolinearity, the solution set of a pseudolinear program is characterized, for instance, by the equality that \(\nabla f(x)^T (\bar x - x) = 0\) , for each feasible pointx, where \(\bar x\) is in the solution set. As a consequence, we give characterizations of both the solution set and the boundedness of the solution set of a linear fractional program.

Communicated by M. Avriel