Duality in Generalized Fractional Programming
Jochen Alfred Werner · Birkhäuser Basel eBooks · 1988
We consider generalized fractional programs where the ratio of finitely many functional is to be minimized under convex explicit and implicit constraints. We give a geometric motivation for a dual program and prove a strong duality theorem which contains the classical Lagrange-duality theorem as a special case. Finally applications to discrete rational Chebyshev-approximation problems and to first order necessary optimality conditions for nonlinearly constrained min-max programs are presented.