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Convex programming with set-inclusive constraints and its applications to generalized linear and fractional programming

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Abstract

Duality results are established in convex programming with the set-inclusive constraints studied by Soyster. The recently developed duality theory for generalized linear programs by Thuente is further generalized and also brought into the framework of Soyster's theory. Convex programming with set-inclusive constraints is further extended to fractional programming.

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References

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Communicated by G. Leitmann

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Singh, C. Convex programming with set-inclusive constraints and its applications to generalized linear and fractional programming. J Optim Theory Appl 38, 33–42 (1982). https://doi.org/10.1007/BF00934321

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Key Words

  • Duality theory
  • convex programming
  • set-inclusive constraints
  • generalized linear programming
  • fractional programming