Duality in multiple objective fractional programming problems involving non-convex functions (Q2640459)
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English | Duality in multiple objective fractional programming problems involving non-convex functions |
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Duality in multiple objective fractional programming problems involving non-convex functions (English)
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1990
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The multiple objective nonlinear fractional programming problem is considered: \[ (FP)\quad Minimize\quad F(x)=(\frac{f_ 1(x)}{g_ 1(x)},\frac{f_ 2(x)}{g_ 2(x)},...,\frac{f_ k(x)}{g_ k(x)}) \] subject to \(h_ j(x)\leq 0\) \((j=1,...,m\), \(x\in S)\), where \(f_ i\), \(g_ i: S\to R\) \((i=1,...,k)\) and \(h_ j: S\to R\) \((j=1,...,m)\) are differentiable functions, \(f_ i(x)\geq 0\), \(g_ i(x)>0\) for all \(x\in S\) and S is an open set in \(R^ n\). The parametric approach is used to obtain necessary and sufficient conditions for a feasible point to be properly efficient. Duality results are given between the problem (FP) and the problem (D): Maximize \(v=(v_ 1,...,v_ k)\), subject to \[ \sum^{k}_{i=1}\lambda_ i\nabla f_ i(u)- \sum^{k}_{i=1}\lambda_ iv_ i\nabla g_ i(u)+\sum^{m}_{j=1}\mu_ j\nabla h_ j(u)=0, \] \[ \sum^{k}_{i=1}\lambda_ i(f_ i(u)-v_ ig_ i(u))\geq 0,\text{ and } \sum^{m}_{j=1}\mu_ jh_ j(u)\geq 0, \] where \(u\in S\), \(\lambda_ i>0\), \(v_ i\geq 0\) \((i=1,...,k)\), \(\mu_ j\geq 0\) \((j=1,...,m)\), under the assumptions of \(\eta\)-convexity, \(\eta\)-strict convexity, \(\eta\)-quasiconvexity, \(\eta\)-pseudoconvexity and \(\eta\)- strict pseudoconvexity in terms of properly efficient points following \textit{T. Weir} [Opsearch 25, No.2, 98-104 (1988; Zbl 0655.90077)].
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proper efficiency
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multiple objective nonlinear fractional programming
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parametric approach
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\(\eta \) -convexity
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\(\eta \) -pseudoconvexity
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