2011, 1(3): 361-370. doi: 10.3934/naco.2011.1.361

Optimality conditions and duality for minimax fractional programming involving nonsmooth generalized univexity

1. 

College of Mathematics and Statistics, Chongqing Technology and Business University, Chongqing 400067

2. 

Department of Mathematics, Yibin University, Yibin, Sichuan 644007, China

Received  April 2011 Revised  June 2011 Published  September 2011

Using a parametric approach, we establish necessary and sufficient optimality conditions and derive some duality theorems for a class of nonsmooth minmax fractional programming problems containing generalized univex functions. The results obtained in this paper extend and improve some corresponding results in the literature.
Citation: Xian-Jun Long, Jing Quan. Optimality conditions and duality for minimax fractional programming involving nonsmooth generalized univexity. Numerical Algebra, Control and Optimization, 2011, 1 (3) : 361-370. doi: 10.3934/naco.2011.1.361
References:
[1]

C. R. Bector, S. Chandra and M. K. Bector, Generalized fractional programming duality: a parametric approach, J. Optim. Theory Appl., 60 (1989), 243-260. doi: 10.1007/BF00940006.

[2]

C. R. Bector, S. K. Duneja and S. Gupta, Univex functions and univex nonlinear programming, in: Proceedings of the Asministrative Sciences Association of Canada, 1992, 115-124.

[3]

S. Chandra, B. D. Craven and B. Mond, Generalized fractional programming duality: a ratio game approach, J. Austral. Math. Soc., 28 (1986), 170-180. doi: 10.1017/S0334270000005282.

[4]

J. P. Crouzeix, J. A. Ferland and S. Schaible, Duality in generalized fractional programming, Math. Programming, 27 (1983), 342-354. doi: 10.1007/BF02591908.

[5]

F. H. Clarke, "Optimization and Nonsmooth Analysis," Wiley-Interscience, New York, 1983.

[6]

M. A. Hanson, On sufficiency of the Kuhn-Tucker condition, J. Math. Anal. Appl., 80 (1981), 545-550. doi: 10.1016/0022-247X(81)90123-2.

[7]

I. Husain, M. A. Hanson and Z. Jabeen, On nondifferentiable fractional minimax programming, European J. Oper. Res., 160 (2005), 202-217. doi: 10.1016/S0377-2217(03)00437-5.

[8]

V. Jeyakumar, Equivalence of saddle-points and optima, and duality for a class of nonsmooth non-convex problems, J. Math. Anal. Appl., 130 (1988), 334-343. doi: 10.1016/0022-247X(88)90309-5.

[9]

V. Jeyakumar and B. Mond, On generalized convex mathematical programming, J. Austral. Math. Soc., 34 (1992), 43-53. doi: 10.1017/S0334270000007372.

[10]

G. M. Lee, Nonsmooth invexity in multiobjective programming, J. Inform. Optim. Soc., 15 (1994), 127-136.

[11]

Z. A. Liang and Z. W. Shi, Optimality conditions and duality for a minimax fractional programming with generalized convexity, J. Math. Anal. Appl., 277 (2003), 474-488. doi: 10.1016/S0022-247X(02)00553-X.

[12]

J. C. Liu, Optimality and duality for generalized fractional programming involving nonsmooth $(F,\rho)$-convex functions, Comput. Math. Appl., 32 (1996), 91-102. doi: 10.1016/0898-1221(96)00106-X.

[13]

J. C. Liu, Optimality and duality for generalized fractional programming involving nonsmooth pseudoinvex functions, J. Math. Anal. Appl., 202 (1996), 667-685. doi: 10.1006/jmaa.1996.0341.

[14]

H. Z. Luo and H. X. Wu, On necessary conditions for a class of nondifferentiable minimax fractional programming, J. Comput. Appl. Math., 215 (2008), 103-113. doi: 10.1016/j.cam.2007.03.032.

[15]

S. K. Mishra, R. P. Pant and J. S. Rautela, Generalized $\alpha$-invexity and nondifferentiable minimax fractional programming, J. Comput. Appl. Math., 206 (2007), 122-135. doi: 10.1016/j.cam.2006.06.009.

[16]

S. K. Mishra, S. Y. Wang, K. K. Lai and J. M. Shi, Nondifferentiable minimax fractional programming under generalized univexity, J. Comput. Appl. Math., 158 (2007), 379-395. doi: 10.1016/S0377-0427(03)00455-2.

[17]

B. Mond and T. Weir, Generalized concavity and duality, in "Generalized Concavity in optimization and economics" (eds. S. Schaible and W.T. Ziemba), Academic Press, (1981), 263-279.

[18]

T. W. Reiland, Nonsmooth invexity, Bull. Austral. Math. Soc., 42 (1990), 437-446. doi: 10.1017/S0004972700028604.

[19]

W. E. Schmitendorf, Necessary conditions and sufficient conditions for static minimax problems, J. Math. Anal. Appl., 57 (1977), 683-693. doi: 10.1016/0022-247X(77)90255-4.

[20]

G. J. Zalmai, Optimality conditions and duality models for generalized fractional programming problems containing locally subdifferentiable and $\rho$-convex functions, Optimization, 32 (1995), 95-124. doi: 10.1080/02331939508844040.

show all references

References:
[1]

C. R. Bector, S. Chandra and M. K. Bector, Generalized fractional programming duality: a parametric approach, J. Optim. Theory Appl., 60 (1989), 243-260. doi: 10.1007/BF00940006.

[2]

C. R. Bector, S. K. Duneja and S. Gupta, Univex functions and univex nonlinear programming, in: Proceedings of the Asministrative Sciences Association of Canada, 1992, 115-124.

[3]

S. Chandra, B. D. Craven and B. Mond, Generalized fractional programming duality: a ratio game approach, J. Austral. Math. Soc., 28 (1986), 170-180. doi: 10.1017/S0334270000005282.

[4]

J. P. Crouzeix, J. A. Ferland and S. Schaible, Duality in generalized fractional programming, Math. Programming, 27 (1983), 342-354. doi: 10.1007/BF02591908.

[5]

F. H. Clarke, "Optimization and Nonsmooth Analysis," Wiley-Interscience, New York, 1983.

[6]

M. A. Hanson, On sufficiency of the Kuhn-Tucker condition, J. Math. Anal. Appl., 80 (1981), 545-550. doi: 10.1016/0022-247X(81)90123-2.

[7]

I. Husain, M. A. Hanson and Z. Jabeen, On nondifferentiable fractional minimax programming, European J. Oper. Res., 160 (2005), 202-217. doi: 10.1016/S0377-2217(03)00437-5.

[8]

V. Jeyakumar, Equivalence of saddle-points and optima, and duality for a class of nonsmooth non-convex problems, J. Math. Anal. Appl., 130 (1988), 334-343. doi: 10.1016/0022-247X(88)90309-5.

[9]

V. Jeyakumar and B. Mond, On generalized convex mathematical programming, J. Austral. Math. Soc., 34 (1992), 43-53. doi: 10.1017/S0334270000007372.

[10]

G. M. Lee, Nonsmooth invexity in multiobjective programming, J. Inform. Optim. Soc., 15 (1994), 127-136.

[11]

Z. A. Liang and Z. W. Shi, Optimality conditions and duality for a minimax fractional programming with generalized convexity, J. Math. Anal. Appl., 277 (2003), 474-488. doi: 10.1016/S0022-247X(02)00553-X.

[12]

J. C. Liu, Optimality and duality for generalized fractional programming involving nonsmooth $(F,\rho)$-convex functions, Comput. Math. Appl., 32 (1996), 91-102. doi: 10.1016/0898-1221(96)00106-X.

[13]

J. C. Liu, Optimality and duality for generalized fractional programming involving nonsmooth pseudoinvex functions, J. Math. Anal. Appl., 202 (1996), 667-685. doi: 10.1006/jmaa.1996.0341.

[14]

H. Z. Luo and H. X. Wu, On necessary conditions for a class of nondifferentiable minimax fractional programming, J. Comput. Appl. Math., 215 (2008), 103-113. doi: 10.1016/j.cam.2007.03.032.

[15]

S. K. Mishra, R. P. Pant and J. S. Rautela, Generalized $\alpha$-invexity and nondifferentiable minimax fractional programming, J. Comput. Appl. Math., 206 (2007), 122-135. doi: 10.1016/j.cam.2006.06.009.

[16]

S. K. Mishra, S. Y. Wang, K. K. Lai and J. M. Shi, Nondifferentiable minimax fractional programming under generalized univexity, J. Comput. Appl. Math., 158 (2007), 379-395. doi: 10.1016/S0377-0427(03)00455-2.

[17]

B. Mond and T. Weir, Generalized concavity and duality, in "Generalized Concavity in optimization and economics" (eds. S. Schaible and W.T. Ziemba), Academic Press, (1981), 263-279.

[18]

T. W. Reiland, Nonsmooth invexity, Bull. Austral. Math. Soc., 42 (1990), 437-446. doi: 10.1017/S0004972700028604.

[19]

W. E. Schmitendorf, Necessary conditions and sufficient conditions for static minimax problems, J. Math. Anal. Appl., 57 (1977), 683-693. doi: 10.1016/0022-247X(77)90255-4.

[20]

G. J. Zalmai, Optimality conditions and duality models for generalized fractional programming problems containing locally subdifferentiable and $\rho$-convex functions, Optimization, 32 (1995), 95-124. doi: 10.1080/02331939508844040.

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