First and second order fractional programming duality (Q2265957)

Dual problems associated with a primal nonlinear fractional programming problem are formulated that involve second derivatives of the functions in the primal problem. First order dual problems are obtained by reduction from the second order dual problems. A unified approach is presented in obtaining duality results for first and second order dual programs. A possible computational advantage of the second order duals over the first order duals is also mentioned.