The Journal of the Australian Mathematical Society Series B Applied Mathematics · 1990 · 57 citations · 10 references
Natural SciencesMathematicsDecision TheoryDiscrete MathematicsOptimizationConstrained OptimizationConvex OptimizationDiscrete OptimizationMathematical ProgrammingNonlinear ProgrammingOptimization TheoryDuality TheoremDuality TheoryMinimax Optimization
Abstract Duality theory is discussed for fractional minimax programming problems. Two dual problems are proposed for the minimax fractional problem: minimize max y∈Υ f(x, y)/h(x, y) , subject to g(x) ≤ 0. For each dual problem a duality theorm is established. Mainly these are generalisations of the results of Tanimoto [14] for minimax fractional programming problems. It is noteworthy here that these problems are intimately related to a class of nondifferentiable fractional programming problems.
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A duality theorem for non-linear programming
Philip Wolfe · Quarterly of Applied Mathematics · 1961 · 585 citations · Full text
Arthur F. Veinott, J. Abadie · Journal of the American Statistical Association · 1968 · 383 citations
A Duality Theorem for Nonlinear Programming
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