On second-order duality for a class of nondifferentiable minimax fractional programming problem with \((C,\alpha,\rho,d)\)-convexity (Q2511379)

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On second-order duality for a class of nondifferentiable minimax fractional programming problem with \((C,\alpha,\rho,d)\)-convexity
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    On second-order duality for a class of nondifferentiable minimax fractional programming problem with \((C,\alpha,\rho,d)\)-convexity (English)
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    5 August 2014
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    The paper deals with the following nondifferentiable minimax fractional programming problem: \[ \xi (x) ~=~ \sup_{y \in Y} (f(x,y) + x^TBx)/ (h(x,y) - x^TDx) ~\longmapsto~ \min \] subject to \[ g(x) \leq 0, \] where \(Y\) is a compact set, \(f(x,y), ~ h(x,y)\) are twice continuously differentiable real functions on \(\mathbb{R}^n \times \mathbb{R}^l\), \(g: \mathbb{R}^n \longmapsto \mathbb{R}^m\) is twice continuously differentiable on \(\mathbb{R}^n\), and \(B,~D \) are positive semidefinite \(n \times n\) matrices. Three duality models for this optimization problem are proposed. For each of the models weak, strong and strictly converse duality theorems are proved under appropriate convexity assumptions.
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    minimax fractional programming
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    second-order duality
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    non-differentiable programming problems
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