Abstract
This paper extends the fractional programming problem with set-inclusive constraints studied earlier by replacing every coefficient vector in the objective function with a convex set. A dual is formulated, and well-known duality results are established. A numerical example illustrates the dual strategy to obtain the value of the initial problem.
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Communicated by G. Leitmann
The research of the first author was conducted while he was on sabbatical at the Department of Operations Research, Stanford University, Stanford, California. The financial assistance of the International Council for Exchange of Scholars is gratefully acknowledged. The author is grateful to the Department of Operations Research at Stanford for the use of its research facilities.
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Kaul, R.N., Kaur, S. & Lyall, V. Duality in inexact fractional programming with set-inclusive constraints. J Optim Theory Appl 50, 279–288 (1986). https://doi.org/10.1007/BF00939274
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DOI: https://doi.org/10.1007/BF00939274