Abstract
A new approach to duality in fractional programs is described. The techniques used are based on the theory of pseudoduality. The results are generalized to include mathematical programs with quotients and products of finitely many functionals. The duals of the linear and quadratic cases are explicitly calculated, demonstrating the power of pseudo-duality theory.
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Communicated by M. Avriel
The author wishes to thank Prof. S. Schaible for his helpful comments. In discussions with Prof. Schaible, it was found that the duals for the linear and the quadratic cases are identical with those derived in Ref. 3.
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Passy, U. Pseudo-duality in mathematical programs with quotients and products. J Optim Theory Appl 33, 349–374 (1981). https://doi.org/10.1007/BF00935249
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DOI: https://doi.org/10.1007/BF00935249