Optimality conditions, duality and saddle points for nondifferentiable multiobjective fractional programs
Xian-Jun Long, Nan‐jing Huang, Zhibin Liu · Journal of Industrial and Management Optimization · 2008
In this paper, a class of nondifferentiable multiobjective fractional programs is studied, in which every component of the objective function contains a term involving the support function of a compact convex set. Kuhn-Tucker necessary and sufficient optimality conditions, duality and saddle point results for weakly efficient solutions of the nondifferentiable multiobjective fractional programming problems are given. The results presented in this paper improve and extend some the corresponding results in the literature.