Optimality conditions and duality for a class of continuous-time generalized fractional programming problems (Q2639330)
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English | Optimality conditions and duality for a class of continuous-time generalized fractional programming problems |
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Optimality conditions and duality for a class of continuous-time generalized fractional programming problems (English)
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1990
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Consider the following continuous-time fractional minmax programming problem with nonlinear operator inequality and affine equality constraints: \[ \inf \max_{1\leq r\leq m}(\int^{T}_{0}f_ r(x)(t)dt)/(\int^{T}_{0}k_ r(x)(t)dt) \] subject to \(x\in \Phi\), where \(\Phi =\{x\in W^ n[0,T]:\) g(x)(t)\(\leq 0\) for all \(t\in [0,T]\), \(h(x)(t)=0\) for all \(t\in [0,T]\}\). First necessary and sufficient conditions for optimality are obtained. Then a dual problem is formulated and appropriate weak, strong, and convese duality theorems are given.
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continuous-time fractional minmax programming
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nonlinear operator inequality
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affine equality constraints
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