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Sufficiency of Kuhn-Tucker optimality conditions for a fractional programming problem

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Abstract

The problem considered is that of maximizing the ratio of a concave function to a convex function subject to constraints in terms of upper bounds on convex functions and with each variable occurring in a single constraint. It is demonstrated that the Kuhn-Tucker conditions are sufficient for a feasible solution to be optimal.

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References

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Mjelde, K.M. Sufficiency of Kuhn-Tucker optimality conditions for a fractional programming problem. BIT 18, 454–456 (1978). https://doi.org/10.1007/BF01932024

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  • DOI: https://doi.org/10.1007/BF01932024

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