A Duality Theorem for a Nondifferentiable Fractional Programming Problem

Published Online:https://doi.org/10.1287/mnsc.23.1.32

A fractional analogue of Sinha's problem [Sinha, S. M. 1966. A duality theorem for nonlinear programming. Management Sci.12 385.] is considered and duality theory is developed for it. This duality subsumes duality results of Chadha [Chadha, S. S. 1971. A dual fractional program. ZAMM51 560.] and Sinha [Sinha, S. M. 1966. A duality theorem for nonlinear programming. Management Sci.12 385.], and gives a dual to the minimum risk problem of stochastic programming studied by Bergthaller [Bergthaller, C. 1970. A quadratic equivalent of the minimum risk problem. Revue Roumaine Math. pur. appl.15 17.].

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