Efficiency and duality in nonsmooth multiobjective fractional programming involving η-pseudolinear functions

Authors

  • S.K. Mishra Department of Mathematics Faculty of Science Banaras Hindu University, Varanasi, India
  • B.B. Upadhyay Department of Mathematics Faculty of Science Banaras Hindu University, Varanasi , India

DOI:

https://doi.org/10.2298/YJOR101215002M

Keywords:

Multiobjective fractional programming, nonsmooth programming, pseudolinearity, η-pseudolinearity, duality

Abstract

In this paper, we shall establish necessary and sufficient optimality conditions for a feasible solution to be efficient for a nonsmooth multiobjective fractional programming problem involving η-pseudolinear functions. Furthermore, we shall show equivalence between efficiency and proper efficiency under certain boundedness condition. We have also obtained weak and strong duality results for corresponding Mond-Weir subgradient type dual problem. These results extend some earlier results on efficiency and duality to multiobjective fractional programming problems involving η-pseudolinear and pseudolinear functions.

References

Ansari, Q.H., and Rezaei, M., “Generalized pseudolinearity”, Optim. Lett., 6 (2012) 241-251.

Ansari, Q.H., Schaible, S., and Yao, J.C., “η − Pseudolinearity”, Riviste Mat. Sci. Econom. Soc., 22 (1999) 31-39.

Bector, C.R., “Duality in nonlinear fractional programming”, Zeitschrift Für Oper. Res., 17 (1973) 183-193.

Cambini, A., Castagnoli, E., Martein, L., Mazzoleni, P., and Schaible, S. (eds.), Generalized Convexity and Fractional Programming with Economic Applications, Lecture Notes in Economics and Mathematical Systems, Springer-Verlag, Berlin, New York, 1990.

Chew, K.L., and Choo, E.U., “Pseudolinearity and efficiency”, Math. Program., 28 (1984) 226-239.

Clarke, F.H., Optimization and Nonsmooth Analysis, John Wiley and Sons, New York, 1983.

Chandra, S., Craven, B.D., and Mond, B., “Vector-valued Lagrangian and multiobjective fractional programming duality”, Numer. Funct. Anal. Optim., 11 (1990) 239-254.

Egudo, R.R., “Multiobjective fractional duality”, Bull. Austral. Math. Soc., 37 (1988) 367-388.

Geoffrion, A.M., “Proper efficiency and the theory of vector maximization”, J. Math. Anal. Appl., 22 (1968) 618-630.

Giorgi, G., and Rueda, N.G., “η-Pseudolinearity and efficiency”, Inter. J. Optim. Theory Methods Appl., 1 (2009) 155-159.

Komlosi, S., “First and second-order characterizations of pseudolinear functions”, Eur. J. Oper. Res., 67 (1993) 278-286.

Kaul, R.N., Suneja, S.K., and Lalitha, C.S., “Duality in pseudolinear multiobjective fractional programming”, Indian J. Pure Appl. Math., 24 (1993) 279-290.

Kim, D.S., “Nonsmooth multiobjective fractional programming with generalized invexity”, Taiwanese J. Math., 10 (2006) 467-478.

Kuk, H., “Duality for nonsmooth multiobjective fractional programming with invexity”, JKSIAM, 4 (2000) 1-10.

Kuk, H., Lee, G.M., and Kim, D.S., “Nonsmooth multiobjective programs with Vρ-invexity”, Indian J. Pure Appl. Math., 29 (1998) 405-412.

Mangasarian, O.L., Nonlinear Programming, McGraw-Hill, New York, 1969.

Meister, B., and Oettli, W., “On the capacity of a discrete constant channel”, Inform. Control, 11 (1998) 341-351.

Mishra, S.K., and Giorgio, G., Invexity and Optimization, Springer-Verlag, Berlin, Heidelberg, 2009.

Mohan, S.R., and Neogi, S.K., “On invex sets and preinvex functions”, J. Math. Anal. Appl., 189 (1994) 901-908.

Mukherjee, R.N., and Rao, C.P., “Multiobjective fractional programming under generalized invexity”, Indian J. Pure Appl. Math., 27 (1996) 1175-1183.

Nobakhtian, S., “Optimality and duality for nonsmooth multiobjective fractional programming with mixed constraints”, J. Global Optim., 41 (2008) 103-115.

Rapscsak, T., “On pseudolinear functions”, Eur. J. Oper. Res., 50 (1991) 353-360.

Rueda, N.G., “Generalized convexity in nonlinear programming”, J. Inform. Optim. Sci., 10 (1989) 395-400.

Schaible, S., “Fractional programming”, in: R. Horst, and P.M. Pardalos (eds.), Handbook of Global Optimization, Kluwer Academic Publishers, 1995, 495-608.

Stancu-Minasian, I.M., Dogaru, G., and Stancu, A.M., “Duality for multiobjective fractional programming problems involving d-type-I set-n functions”, Yugoslav J. Oper. Res., 19 (2009) 63-73.

Tsai, J.F., “Global optimization of nonlinear fractional programming in engineering design”, Eng. Optim., 37 (2005) 399-409.

Weir, T., “A duality theorem for a multiobjective fractional optimization problem”, Bull. Austral. Math. Soc., 34 (1986) 415-425.

Yang, X.M., Yang, X.Q., and Teo, K.L., “Criteria for generalized invex monotonicities”, Eur. J. Oper. Res., 164 (2005) 115-119.

Zamora, J.M., and Grossmann, I.E., “MINLP model for heat exchanger networks”, Comput. Chem. Eng., 22 (1998) 367-384.

Downloads

Published

2012-03-01

Issue

Section

Research Articles