Multiobjective fractional programming duality. a Lagrangian approach

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Let \(\Delta\subset R^ n\) be open, \(K\subset\Delta\) a closed convex set, \(f: \Delta\to R^ p\), \(g: \Delta\to \hbox{int }R_ +^ p\), and \(h: \Delta\to R^ m\) continuous functions, \(\Gamma:=\{x\in R^ n: -h(x)\in R_ +^ m\}\subset\Delta\) and let \(F: \Delta\to R^ p\) be the function with the components \(F_ i(x)=f_ i(x)/g_ i(x)\). The authors give duality and converse duality results for the vector fractional minimization problem \[ \hbox{Min}_{x\in K}F(x)\hbox{ subject to }x\in \Gamma.\leqno(P) \] Here minimization entails obtaining properly efficient solutions. These are related to certain vector saddle points of a vector-valued Lagrangian.











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