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Parameter-free convex equivalent and dual programs of fractional programming problems

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Summary

An appropriate generalization ofCharnes-Cooper's [1962] variable transformation is introduced, by which a parameter-free convex program is associated to nonlinear fractional programs. The equivalent program also enables a direct approach toJagannathan's. [1973] duality theory simultaneously extending it. In particular for some special cases further duality theorems are derived.

Zusammenfassung

Durch geeignete Verallgemeinerung der Variablentransformation vonCharnes-Cooper [1962] wird nichtlinearen Quotientenprogrammen ein parameterfreies konvexes Programm zugeordnet. Dieses ermöglicht auch einen direkten Zugang zuJagannathans [1973] Dualitätstheorie, die gleichzeitig erweitert wird. Insbesondere werden für einige Spezialfälle weitere Dualitätssätze abgeleitet.

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  1. Seminar für Allgemeine und Industrielle Betriebswirtschaftslehre, Universität Köln, Albertus-Magnus-Platz 1, Köln

    S. Schaible

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  1. S. Schaible
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Schaible, S. Parameter-free convex equivalent and dual programs of fractional programming problems. Zeitschrift für Operations Research 18, 187–196 (1974). https://doi.org/10.1007/BF02026600

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  • DOI: https://doi.org/10.1007/BF02026600

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