scientific article; zbMATH DE number 20890

Considered is the following multiobjective fractional programming problem \[ \text{minimize }{f(X)\over g(X)}=\left({f_ 1(X)\over g_ 1(X)},\dots,{f_ k(X)\over g_ k(X)}\right)\tag{P} \] subject to \(h(X)\leq 0\), \(x\in X\) where \(X\) is an open convex subset of \(R^ n\), \(f_ i: X\to R\), \(g_ i: X\to R\) are convex and concave functions respectively with \(f_ i(x)\geq 0\), \(g_ i(x)>0\) for all \(i=1,\dots,k\) and for all \(x\in X\) and each \(h_ j: X\to R\) for \(j=1,\dots,k\) are convex on \(X\). Weak and strong duality results are given between (P) and the following problem \[ \text{maximize }{f(u)+z^ t h(u)e\over g(u)}=\left({f_ 1(u)+z^ t h(u)\over g_ 1(u)},\dots,{f_ k(u)+z^ t h(u)\over g_ k(u)}\right)\tag{D} \] subject to \(\nabla((\lambda_ if_ i(n)+z^ t h(u))/g_ i(u))=0\) for \(i=1,2,\dots,k\), \(\lambda_ i f_ i(u)+z^ t h(u)\geq 0\) for \(i=1,2,\dots,k\), \(u\in X\), \(z\geq 0\), \(\lambda>0\), \(\lambda^ t e=1\), \(e=(1,1,\dots,1)\in R^ k\).

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