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Minimax Fractional Programming for <Emphasis Type="Italic">n</Emphasis>-Set Functions and Mixed-Type Duality under Generalized Invexity
Authors:H C Lai  T Y Huang
Institution:(1) Department of Applied Mathematics, Chung-Yuan Christian University, Chung Li, 320, Taiwan
Abstract:We establish the sufficient optimality conditions for a minimax programming problem involving p fractional n-set functions under generalized invexity. Using incomplete Lagrange duality, we formulate a mixed-type dual problem which unifies the Wolfe type dual and Mond-Weir type dual in fractional n-set functions under generalized invexity. Furthermore, we establish three duality theorems: weak, strong, and strict converse duality theorem, and prove that the optimal values of the primal problem and the mixed-type dual problem have no duality gap under extra assumptions in the framework. This research was partly supported by the National Science Council, NSC 94-2115-M-033-003, Taiwan.
Keywords:Minimax fractional programming  Partial differentiable n-set function  Mixed-type dual  Duality theorems  Quasi/Pseudo-invex set function
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