Duality in Fractional Programming: A Unified Approach

Published Online:https://doi.org/10.1287/opre.24.3.452

This paper presents a unified method for obtaining duality results for concave-convex fractional programs. We obtain these results by transforming the original nonconvex programming problem into an equivalent convex program. Known results by several authors are related to each other. Moreover, we prove additional duality theorems, in particular, converse duality theorems for nondifferentiable as well as quadratic fractional programs.

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