• Title/Summary/Keyword: fractional programming

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

  • Kim, Hye-Kyung;Park, Jun-Pyo
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.1
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    • pp.49-55
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    • 2009
  • A cooperative game often arises from domination problem on graphs and the core in a cooperative game could be the optimal solution of a linear programming of a given game. In this paper, we define a {k}-fractional domination game which is a specific type of fractional domination games and find the core of a {k}-fractional domination game. Moreover, we may investigate the balancedness of a {k}-fractional domination game using a concept of a linear programming and duality. We also conjecture the concavity for {k}-fractional dominations game which is important problem to find the elements of the core.

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BALANCEDNESS AND CONCAVITY OF FRACTIONAL DOMINATION GAMES

  • Kim, Hye-Kyung;Fang Qizhi
    • Bulletin of the Korean Mathematical Society
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    • v.43 no.2
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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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    • v.12 no.1
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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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    • v.23 no.1_2
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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.
    • Journal of the Korean Operations Research and Management Science Society
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    • v.21 no.3
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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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    • v.31 no.5_6
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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
    • Communications of the Korean Mathematical Society
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    • v.25 no.1
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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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    • v.19 no.1_2
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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
    • Journal of the Korean Mathematical Society
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    • v.41 no.5
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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.