Abstract
For fractional programs involving several ratios in the objective function, a dual is introduced with the help of Farkas' lemma. Often the dual is again a generalized fractional program. Duality relations are established under weak assumptions. This is done in both the linear case and the nonlinear case. We show that duality can be obtained for these nonconvex programs using only a basic result on linear (convex) inequalities.
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Comunicated by M. Avriel
The research of S. Schaible was supported by Grant No. 4534 of NSERC. The authors thank one of the referees for his challenging remarks.
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Jagannathan, R., Schaible, S. Duality in generalized fractional programming via Farkas' lemma. J Optim Theory Appl 41, 417–424 (1983). https://doi.org/10.1007/BF00935361
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DOI: https://doi.org/10.1007/BF00935361