Duality theory for generalized fractional programmes (Q790050)
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English | Duality theory for generalized fractional programmes |
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Duality theory for generalized fractional programmes (English)
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1983
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If \(K_ j\) and \(a_ j\), \(j=1,2,...,n\) denote, respectively, bounded polyhedral convex sets in \({\mathbb{R}}^ n\) and the columns of a matrix A with \(a_ j\) from \(K_ j\) then the generalized fractional program can write in the following form: \[ \min \frac{cx+\alpha}{dx+\beta},\quad subject\quad to\quad Ax=b,\quad x\geq 0, \] where \(Ax=b\) for some \(a_ j\in K_ j\), \(x\geq 0\). Considering this as the primal problem, then the dual problem has the form of an inexact linear program for which the duality theorem is true. The paper propose a computational method which is effective if the sets \(K_ j\), \(j=1,2,...,n\) are parallelepipeds.
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polyhedral convex sets
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generalized fractional program
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dual problem
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inexact linear program
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duality theorem
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computational method
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