• Title/Summary/Keyword: strong duality

Search Result 55, Processing Time 0.023 seconds

ON DUALITY FOR NONCONVEX QUADRATIC OPTIMIZATION PROBLEMS

  • Kim, Moon-Hee
    • East Asian mathematical journal
    • /
    • v.27 no.5
    • /
    • pp.539-543
    • /
    • 2011
  • In this paper, we consider an optimization problem which consists a nonconvex quadratic objective function and two nonconvex quadratic constraint functions. We formulate its dual problem with semidefinite constraints, and we establish weak and strong duality theorems which hold between these two problems. And we give an example to illustrate our duality results. It is worth while noticing that our weak and strong duality theorems hold without convexity assumptions.

MULTIOBJECTIVE FRACTIONAL SYMMETRIC DUALITY INVOLVING CONES

  • Ahmad, I.;Sharma, Sarita
    • Journal of applied mathematics & informatics
    • /
    • v.26 no.1_2
    • /
    • pp.151-160
    • /
    • 2008
  • A pair of multiobjective fractional symmetric dual programs is formulated over arbitrary cones. Weak, strong and converse duality theorems are proved under pseudoinvexity assumptions. A self duality theorem is also discussed.

  • PDF

SYMMETRIC DUALITY FOR A CLASS OF NONDIFFERENTIABLE VARIATIONAL PROBLEMS WITH INVEXITY

  • LEE, WON JUNG
    • Journal of the Korean Society for Industrial and Applied Mathematics
    • /
    • v.6 no.1
    • /
    • pp.67-80
    • /
    • 2002
  • We formulate a pair of nondifferentiable symmetric dual variational problems with a square root term. Under invexity assumptions, we establish weak, strong, converse and self duality theorems for our variational problems by using the generalized Schwarz inequality. Also, we give the static case of our nondifferentiable symmetric duality results.

  • PDF

A Dual Problem and Duality Theorems for Average Shadow Prices in Mathematical Programming

  • Cho, Seong-Cheol
    • Journal of the Korean Operations Research and Management Science Society
    • /
    • v.18 no.2
    • /
    • pp.147-156
    • /
    • 1993
  • Recently a new concept of shadow prices, called average shadow price, has been developed. This paper provides a dual problem and the corresponding duality theorems justifying this new shadow price. The general duality framework is used. As an important secondary result, a new reduced class of price function, the pp. h.-class, has been developed for the general duality theory. This should be distinguished from other known reductions achieved in some specific areas of mathematical programming, in that it sustains the strong duality property in all the mathematical programs. The new general dual problem suggested with this pp. h.-class provides, as an optimal solution, the average shadow prices.

  • PDF

A CHARACTERIZATION OF THE GENERALIZED PROJECTION WITH THE GENERALIZED DUALITY MAPPING AND ITS APPLICATIONS

  • Han, Sang-Hyeon;Park, Sung-Ho
    • Communications of the Korean Mathematical Society
    • /
    • v.27 no.2
    • /
    • pp.279-296
    • /
    • 2012
  • In this paper, we define a generalized duality mapping, which is a generalization of the normalized duality mapping and using this, we extend the notion of a generalized projection and study their properties. Also we construct an approximating fixed point sequence using the generalized projection with the generalized duality mapping and prove its strong convergence.

ON DUALITY THEOREMS FOR MULTIOBJECTIVE PROGRAMS

  • Kim, Do-Sang;Lee, Gue-Myung
    • East Asian mathematical journal
    • /
    • v.5 no.2
    • /
    • pp.209-213
    • /
    • 1989
  • The efficiency(Pareto optimum) is a type of solutions for multiobjective programs. We formulate duality relations for multiobjective nonlinear programs by using the concept of efficiency. The results are the weak and strong duality relations for a vector dual of the Wolfe type involving invex functions.

  • PDF

SADDLE POINT AND GENERALIZED CONVEX DUALITY FOR MULTIOBJECTIVE PROGRAMMING

  • Yan, Zhao-Xiang;Li, Shi-Zheng
    • Journal of applied mathematics & informatics
    • /
    • v.15 no.1_2
    • /
    • pp.227-235
    • /
    • 2004
  • In this paper we consider the dual problems for multiobjective programming with generalized convex functions. We obtain the weak duality and the strong duality. At last, we give an equivalent relationship between saddle point and efficient solution in multiobjective programming.

DUALITY FOR MULTIOBJECTIVE FRACTIONAL CONTROL PROBLEMS WITH GENERALIZED INVEXITY

  • Nahak, C.;Nanda, S.
    • Journal of applied mathematics & informatics
    • /
    • v.5 no.2
    • /
    • pp.475-488
    • /
    • 1998
  • Wolfe and Mond-Weir type duals for multiobjective con-trol problems are formulated. Under pseudo-invexity/quasi-invexity assumptions of the functions involved, weak and strong duality the-orems are proved to relate efficient solutions of the primal and dual problems.

OPTIMALITY AND DUALITY FOR NONDIFFERENTIABLE FRACTIONAL PROGRAMMING WITH GENERALIZED INVEXITY

  • Kim, Gwi Soo;Kim, Moon Hee
    • Journal of the Chungcheong Mathematical Society
    • /
    • v.29 no.3
    • /
    • pp.465-475
    • /
    • 2016
  • We establish necessary and sufficient optimality conditions for a class of generalized nondifferentiable fractional optimization programming problems. Moreover, we prove the weak and strong duality theorems under (V, ${\rho}$)-invexity assumption.