Abstract
In this note we present a continuous-time analogue of a duality formulation due to Craven and Mond for a class of homogeneous fractional programming problems. In this duality formulation, the dual problem is also a fractional program with the same objective function as the primal problem.
Zusammenfassung
In dieser Arbeit wird der Dualitätsansatz von Craven und Mond für homogene Quotientenprogramme in endlich vielen Variablen auf unendlich dimensionale Probleme verallgemeinert, wobei Zähler und Nenner sowie die Nebenbedingungsfunktionale als Integrale gegeben sind. Der Ansatz zur Dualität ist dadurch gekennzeichnet, daß das duale Problem wieder ein Quotientenprogramm ist und die gleiche Zielfunktion wie das primale Problem hat.
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References
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Zalmai, G.J. Duality for a class of continuous-time homogeneous fractional programming problems. Zeitschrift für Operations Research 30, A43–A48 (1986). https://doi.org/10.1007/BF01918630
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DOI: https://doi.org/10.1007/BF01918630