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Optimality and duality in continuous-time nonlinear fractional programming

Published online by Cambridge University Press:  17 February 2009

S. Suneja
Affiliation:
Department of Mathematics, Miranda House, University of Delhi, Delhi—110007, India.
C. Singh
Affiliation:
Department of Mathematics, St. Lawrence University, Canton, NY 13617, USA.
R. N. Kaul
Affiliation:
Department of Mathematics, University of Delhi, Delhi—1100007, India.
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Abstract

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Optimality conditions via subdifferentiability and generalised Charnes-Cooper transformation are obtained for a continuous-time nonlinear fractional programming problem. Perturbation functions play a key role in the development. A dual problem is presented and certain duality results are obtained.

Type
Research Article
Copyright
Copyright © Australian Mathematical Society 1992

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