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Bot, Radu Ioan; Chares, Robert; Wanka, Gert : Duality for multiobjective fractional programming problems

Bot, Radu Ioan ; Chares, Robert ; Wanka, Gert : Duality for multiobjective fractional programming problems

Author(s):
Bot, Radu Ioan
Chares, Robert
Wanka, Gert
Title:
Duality for multiobjective fractional programming problems
Preprint series:
Technische Universität Chemnitz, Fakultät für Mathematik (Germany). Preprint 12, 2006
Mathematics Subject Classification:
90C32 [ Fractional programming ]
90C29 [ Multi-objective and goal programming ]
49N15 [ Duality theory ]
Abstract:
In this paper we present some duality assertions to a non-convex multiobjective fractional optimization problem. To the primal problem we attach an intermediate multiobjective convex optimization problem, using an approach due to Dinkelbach, for which we construct then a dual problem. This is expressed in terms of the conjugates of the numerator and denominator of the components of the primal objective function as well as the functions describing the set of constraints. The weak, strong and converse duality statements for the intermediate problems allow us to give dual characterizations for the efficient solutions of the initial fractional problem.
Keywords:
fractional programming; conjugate duality; vector optimization; weak, strong and converse duality
Language:
English
Publication time:
7 / 2006