Convex dual for quadratic concave fractional programs |
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| Authors: | C. H. Scott T. R. Jefferson |
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| Affiliation: | (1) Graduate School of Management, University of California, Irvine, California;(2) Anderson Graduate School of Management, University of California, Los Angeles, California |
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| Abstract: | For a fractional program with a quadratic numerator and an arbitrary concave denominator, a new convex dual program is derived. Concepts of conjugate duality are used to obtain an explicit representation of the dual.The authors are grateful to two anonymous referees and the Associate Editor for their comments. |
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| Keywords: | Convex dual quadratic-concave fractional programs conjugate duality |
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