Complex Fractional Programming Involving Generalized Quasi/Pseudo Convex Functions

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The authors consider the following nondifferentiable complex fractional programming \[ \text{minimize }\frac {\text{Re} \bigl[ f(z, \overline z)+ (z^HAz)^{1/2} \bigr]} {\text{Re}\bigl[ g(z,\overline z)-(z^HBz)^{1/2}\bigr]} \text{ subject to } h(z,\overline z)\in S\in \mathbb{C}^m,\;z\in\mathbb{C}^n,\tag{P} \] where \(f,g: \mathbb{C}^{2n}\to C\) and \(h: \mathbb{C}^{2n}\to\mathbb{C}^m\) are analytic functions on \(Q=\{ (z,w)\in \mathbb{C}^{2n} \mid w=\overline z\}\), \(A,B\in\mathbb{C}^{2n}\) are positive semidefinite Hermitian matrices; \(S\) is a polyhedral cone in \(\mathbb{C}^m\). It is assumed that \(\text{Re}\,F(z,\overline z)\geq 0\) and \(\text{Re} \,G(z,\overline z)>0\) for all feasible points \((z;\overline z)\) of (P). They establish conditions for the existence of an optimal solution in (P) involving \(({\mathcal L}, \rho,\theta)\)-quasiconvex/-pseudoconvex functions. Based on the suffiency, a dual model to (P) is formulated, and weak, strong, and strictly converse duality theorems are established.




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