Bot, Radu Ioan ; Hodrea, Ioan Bogdan ; Wanka, Gert : Farkas-type results for fractional programming problems

Author(s):

Bot, Radu Ioan
Hodrea, Ioan Bogdan
Wanka, Gert

Title:

Farkas-type results for fractional programming problems

Electronic source:

application/pdf

Preprint series:

Technische Universität Chemnitz, Fakultät für Mathematik (Germany). Preprint 11, 2006

Mathematics Subject Classification:

90C32			[ Fractional programming ]
49N15			[ Duality theory ]
90C25			[ Convex programming ]

Abstract:

Considering a constrained fractional programming problem, within the present paper we present some necessary and sufficient conditions which ensure that the optimal objective value of the considered problem is greater than or equal to a given real constant. The desired results are obtained using the Fenchel-Lagrange duality approach applied to an optimization problem with convex or difference of convex (DC) objective functions and finitely many convex constraints. Moreover, it is shown that our general results encompass as special cases some recently obtained Farkas-type results.

Keywords:

Farkas-type results, fractional programming, DC functions, conjugate functions, conjugate duality

Language:

English

Publication time:

7 / 2006