Abstract
In the present paper, we are concerned with second-order duality for nondifferentiable minimax fractional programming under the second-order generalized convexity type assumptions. The weak, strong and converse duality theorems are proved. Results obtained in this paper extend some previously known results on nondifferentiable minimax fractional programming in the literature.
MSC:90C32, 49K35, 49N15.
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1 Introduction
It is well known that the minimax fractional programming has wide applications. These types of problems arise in the design of electronic circuits; moreover, minimax fractional programming problems appear in formulation of discrete and continuous rational approximation problems with respect to the Chebyshev norm [1], continuous rational games [2], multiobjective programming [3] and engineering design as well as some portfolio solution problems discussed by Bajaona-Xandari and Martinez-Legaz [4].
In the last few years, much attention has been paid to optimality conditions and duality theorems for the minimax fractional programming problems. For the case of convex differentiable minimax fractional programming, Yadav and Mukherjee [5] formulated two dual models for the primal problem and derived a duality theorem for convex differentiable minimax fractional programming. A step forward was taken by Chandra and Kumar [6] who improved the dual formulation of Yadav and Mukherjee. They provided two modified dual problems for minimax fractional programming and proved duality results. Liu and Wu [7, 8] and Ahmad [9] obtained sufficient optimality conditions and duality for minimax fractional programming under generalized convex type assumptions.
Mangasarian [10] introduced the notion of second-order duality for nonlinear programs and obtained second-order duality results under certain inequalities. Mond [11] modified the second-order duality results assuming rather simple inequalities. In this continuation, Bector and Chandra [12] formulated a second-order dual for a fractional programming problem and obtained usual duality results under the assumptions [10] by naming these as convex/concave functions. Recently, Ahmad [13] has formulated two types of second-order dualities for minimax fractional programming problems and derived weak, strong and strict converse duality theorems under generalized convexity type assumptions. He raised a question as to whether the second-order duality results developed in [13] hold for nondifferentiable minimax fractional programming problems. In the present paper, a positive answer is given to the question of Ahmad [13] and a second-order duality for nondifferentiable minimax fractional programming is formulated. The weak, strong and strict converse duality theorems are proved for these programs under the second-order generalized convexity type assumptions.
We consider the following nondifferentiable minimax fractional programming problem:
where Y is a compact subset of , , are functions. C and D are positive semidefinite symmetric matrices. Throughout this paper, we assume that and for all .
2 Notations and preliminaries
Let denote the set of all feasible solutions of (NFP), a point is called the feasible point of (NFP). For each , we define
where ,
Since f and g are functions and Y is compact in , it follows that for each , , and for any , we have a positive constant
Generalized Schwarz inequality
Let A be a positive semidefinite matrix of order n. Then, for all ,
Equality holds if, for some ,
Evidently, if , we have
Definition 2.1 A function , where is said to be sublinear in its third argument if ,
-
(i)
, ,
-
(ii)
, , .
Definition 2.2 A point is said to be an optimal solution of (NFP) if for each .
In the case where the functions f, g and h in problem (NFP) are continuously differentiable with respect to , Lai et al. [14] proved the following first-order necessary conditions for optimality of (NFP), which will be required to prove the strong duality theorem.
Theorem 1 (Necessary condition)
Let be a solution (local or global) of (NFP) satisfying , , and let , be linearly independent. Then there exist , , and such that
Throughout the paper, we assume that ℱ is a sublinear functional. For , let , , ρ, , be real numbers, and let .
3 Parametric nondifferentiable fractional duality
In this section, we consider the following dual to (NFP):
where denotes the set of all satisfying
If, for a triplet , the set , then we define the supremum over it to be −∞.
Theorem 2 (Weak duality)
Let x and be feasible solutions of (NFP) and (FD), respectively. Assume that there exist ℱ, θ, ϕ, b and ρ such that
Further assume that
Then
Proof Suppose to the contrary that
Then we have
for all .
It follows from (5) that
By the Schwarz inequality, the above inequality yields
Inequality (17) together with (8) gives
Now, using (9) in the above inequality, we get
Using (13) and (14), it follows from (18) that
which along with (12) and (15) yields
which contradicts (7), since . □
Theorem 3 (Strong duality)
Let be an optimal solution of (NFP), and let , be linearly independent. Then there exist and such that is a feasible solution of (FD). In addition, if the hypotheses of the weak duality theorem are satisfied for all feasible solutions of (FD), then is an optimal solution of (FD), and the two objectives have the same optimal values.
Proof Since is an optimal solution of (NFP) and , are linearly independent then, by Theorem 1, there exist and such that is a feasible solution of (FD) and the two objectives have the same values. Optimality of for (FD) thus follows from the weak duality theorem (Theorem 2). □
Theorem 4 (Strict converse duality)
Let and be optimal solutions of (NFP) and (FD), respectively, and suppose that , are linearly independent and there exist ℱ, θ, ϕ, b and ρ such that
Further assume that
Then , that is, is an optimal solution of (NFP).
Proof We shall assume that and reach a contradiction. Since and are optimal solutions of (NFP) and (FD), respectively, and , are linearly independent, therefore, from the strong duality theorem (Theorem 3), it follows that
Thus, we have
for all , .
Now, proceeding as in Theorem 3, we get
Using (21) and (22), it follows from (26) that
which along with (20) and (23) implies
which contradicts (7) since . □
4 Conclusion and further development
In this paper, weak, strong and strict converse duality theorems have been discussed for nondifferentiable minimax fractional programming problems in the framework of generalized convexity type assumptions. This paper has generalized the results of Ahmad [13].
The question arises as to whether the results developed in this paper hold for the following complex nondifferentiable minimax fractional problem:
where , for , , are analytic with respect to W, W is a specified compact subset in , S is a polyhedral cone in , and is analytic. Also, are positive semidefinite Hermitian matrices.
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Acknowledgements
The work is supported by the Deanship of Scientific Research, University of Tabuk, K.S.A.
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Khan, M.A. Second-order duality for nondifferentiable minimax fractional programming problems with generalized convexity. J Inequal Appl 2013, 500 (2013). https://doi.org/10.1186/1029-242X-2013-500
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DOI: https://doi.org/10.1186/1029-242X-2013-500