Duality of a nonconvex sum of ratios

Duality of a nonconvex sum of ratios

For mathematical programs with objective involving a sum of ratios of affine functions, there are few theoretical results due to the nonconvex nature of the program. In this paper, we derive a duality theory for these programs by establishing their connection with geometric programming. This connect...

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Veröffentlicht in:Journal of optimization theory and applications 1998-07, Vol.98 (1), p.151-159
Hauptverfasser: SCOTT, C. H, JEFFERSON, T. R
Format: Artikel
Sprache:eng
Schlagworte:
Applied sciences
Exact sciences and technology
Mathematical programming
Operational research and scientific management
Operational research. Management science
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Zusammenfassung:For mathematical programs with objective involving a sum of ratios of affine functions, there are few theoretical results due to the nonconvex nature of the program. In this paper, we derive a duality theory for these programs by establishing their connection with geometric programming. This connection allows one to bring to bear the powerful theory and computational algorithms associated with geometric programming.
ISSN:0022-3239
1573-2878
DOI:10.1023/A:1022693032053