• 제목/요약/키워드: Fractional Programming

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일반화된 분수 지배게임에 대한 균형성 (Balancedness of generalized fractional domination games)

  • 김혜경;박준표
    • Journal of the Korean Data and Information Science Society
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    • 제20권1호
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    • pp.49-55
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    • 2009
  • 게임이론 중 특히 협력게임은 종종 그래프에서의 지배문제로에 기인하며, 협력게임에서의 코어는 바로 이에 대한 선형프로그램의 최적해가 될 수 있다. 이 논문에서는, 분수 지배게임의 특수한 형태인 분수 지배게임을 새롭게 정의하며, 분수 지배게임의 코어를 찾는다. 더욱이 선형 프로그래밍과 그 쌍대성 개념을 이용하여 {k}-분수 지배게임의 균형성을 조사한다. 또한 코어의 원소를 찾기 위한 중요한 문제가 되는 오목성에 있어서 분수 지배게임도 오목성을 가질 것이라고 추축해본다.

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BALANCEDNESS AND CONCAVITY OF FRACTIONAL DOMINATION GAMES

  • Kim, Hye-Kyung;Fang Qizhi
    • 대한수학회보
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    • 제43권2호
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    • pp.265-275
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    • 2006
  • In this paper, we introduce a fractional domination game arising from fractional domination problems on graphs and focus on its balancedness and concavity. We first characterize the core of the fractional domination game and show that its core is always non-empty taking use of dual theory of linear programming. Furthermore we study concavity of this game.

Quasiconcave Bilevel Programming Problem

  • Arora S.R.;Gaur Anuradha
    • Management Science and Financial Engineering
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    • 제12권1호
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    • pp.113-125
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    • 2006
  • Bilevel programming problem is a two-stage optimization problem where the constraint region of the first level problem is implicitly determined by another optimization problem. In this paper we consider the bilevel quadratic/linear fractional programming problem in which the objective function of the first level is quasiconcave, the objective function of the second level is linear fractional and the feasible region is a convex polyhedron. Considering the relationship between feasible solutions to the problem and bases of the coefficient submatrix associated to variables of the second level, an enumerative algorithm is proposed which finds a global optimum to the problem.

FRACTIONAL HAMILTON-JACOBI EQUATION FOR THE OPTIMAL CONTROL OF NONRANDOM FRACTIONAL DYNAMICS WITH FRACTIONAL COST FUNCTION

  • Jumarie, Gyu
    • Journal of applied mathematics & informatics
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    • 제23권1_2호
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    • pp.215-228
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    • 2007
  • By using the variational calculus of fractional order, one derives a Hamilton-Jacobi equation and a Lagrangian variational approach to the optimal control of one-dimensional fractional dynamics with fractional cost function. It is shown that these two methods are equivalent, as a result of the Lagrange's characteristics method (a new approach) for solving non linear fractional partial differential equations. The key of this results is the fractional Taylor's series $f(x+h)=E_{\alpha}(h^{\alpha}D^{\alpha})f(x)$ where $E_{\alpha}(.)$ is the Mittag-Leffler function.

Constrained Integer Multiobjective Linear Fractional Programming Problem

  • Thirwani, Deepa;Arora, S.R.
    • 한국경영과학회지
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    • 제21권3호
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    • pp.227-236
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    • 1996
  • In this paper an algorithm based on cutting plane approach is developed which constructs all the efficient p-tuples of multiobjective integer linear fractional programming problem. The integer solution is constrained to satisfy and h out of n additional constraint sets. A numerical illustration in support of the proposed algorithm is developed.

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SECOND ORDER NONSMOOTH MULTIOBJECTIVE FRACTIONAL PROGRAMMING PROBLEM INVOLVING SUPPORT FUNCTIONS

  • Kharbanda, Pallavi;Agarwal, Divya;Sinha, Deepa
    • Journal of applied mathematics & informatics
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    • 제31권5_6호
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    • pp.835-852
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    • 2013
  • In this paper, we have considered a class of constrained non-smooth multiobjective fractional programming problem involving support functions under generalized convexity. Also, second order Mond Weir type dual and Schaible type dual are discussed and various weak, strong and strict converse duality results are derived under generalized class of second order (F, ${\alpha}$, ${\rho}$, $d$)-V-type I functions. Also, we have illustrated through non-trivial examples that class of second order (F, ${\alpha}$, ${\rho}$, $d$)-V-type I functions extends the definitions of generalized convexity appeared in the literature.

ON OPTIMALITY AND DUALITY FOR GENERALIZED NONDIFFERENTIABLE FRACTIONAL OPTIMIZATION PROBLEMS

  • Kim, Moon-Hee;Kim, Gwi-Soo
    • 대한수학회논문집
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    • 제25권1호
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    • pp.139-147
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    • 2010
  • A generalized nondifferentiable fractional optimization problem (GFP), which consists of a maximum objective function defined by finite fractional functions with differentiable functions and support functions, and a constraint set defined by differentiable functions, is considered. Recently, Kim et al. [Journal of Optimization Theory and Applications 129 (2006), no. 1, 131-146] proved optimality theorems and duality theorems for a nondifferentiable multiobjective fractional programming problem (MFP), which consists of a vector-valued function whose components are fractional functions with differentiable functions and support functions, and a constraint set defined by differentiable functions. In fact if $\overline{x}$ is a solution of (GFP), then $\overline{x}$ is a weakly efficient solution of (MFP), but the converse may not be true. So, it seems to be not trivial that we apply the approach of Kim et al. to (GFP). However, modifying their approach, we obtain optimality conditions and duality results for (GFP).

ON SYMMETRIC DUALITY IN NONDIFFERENTIABLE MATHEMATICAL PROGRAMMING WITH F-CONVEXITY

  • AHMAD I.;HUSAIN Z.
    • Journal of applied mathematics & informatics
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    • 제19권1_2호
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    • pp.371-384
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    • 2005
  • Usual symmetric duality results are proved for Wolfe and Mond-Weir type nondifferentiable nonlinear symmetric dual programs under F-convexity F-concavity and F-pseudoconvexity F-pseudoconcavity assumptions. These duality results are then used to formulate Wolfe and Mond-Weir type nondifferentiable minimax mixed integer dual programs and symmetric duality theorems are established. Moreover, nondifferentiable fractional symmetric dual programs are studied by using the above programs.

OPTIMALITY CONDITIONS AND DUALITY MODELS FOR MINMAX FRACTIONAL OPTIMAL CONTROL PROBLEMS CONTAINING ARBITRARY NORMS

  • G. J., Zalmai
    • 대한수학회지
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    • 제41권5호
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    • pp.821-864
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    • 2004
  • Both parametric and parameter-free necessary and sufficient optimality conditions are established for a class of nondiffer-entiable nonconvex optimal control problems with generalized fractional objective functions, linear dynamics, and nonlinear inequality constraints on both the state and control variables. Based on these optimality results, ten Wolfe-type parametric and parameter-free duality models are formulated and weak, strong, and strict converse duality theorems are proved. These duality results contain, as special cases, similar results for minmax fractional optimal control problems involving square roots of positive semi definite quadratic forms, and for optimal control problems with fractional, discrete max, and conventional objective functions, which are particular cases of the main problem considered in this paper. The duality models presented here contain various extensions of a number of existing duality formulations for convex control problems, and subsume continuous-time generalizations of a great variety of similar dual problems investigated previously in the area of finite-dimensional nonlinear programming.