Complex Minimax Fractional Programming of Analytic Functions

H. C. Lai (), J. C. Liu and S. Schaible
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H. C. Lai: Chung-Yuan Christian University
J. C. Liu: National Taiwan Normal University
S. Schaible: University of California

Journal of Optimization Theory and Applications, 2008, vol. 137, issue 1, No 14, 184 pages

Abstract: Abstract We prove that a minmax fractional programming problem is equivalent to a minimax nonfractional parametric problem for a given parameter in complex space. Using a parametric approach, we establish the Kuhn-Tucker type necessary optimality conditions and prove the existence theorem of optimality for complex minimax fractional programming in the framework of generalized convexity. Subsequently, we apply the optimality conditions to formulate a one-parameter dual problem and prove weak duality, strong duality, and strict converse duality theorems involving generalized convex complex functions.

Keywords: Complex minimax fractional programming; Convexity; Pseudoconvexity; Quasiconvexity; Optimality; Duality (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10957-007-9332-8

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