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Duality for fractional complex programming with generalized convexity

Authors: Lai, Hang-Chin; Lee, Jin-Chirng; Liu, Jen-Chwan;

Duality for fractional complex programming with generalized convexity

Abstract

The authors consider four kinds of parameter free dual models for the following fractional complex programming problem involving nonlinear analytic functions with generalized convexity: \[ \text{Minimize} \frac{\text{Re} [f(z, \overline z)+(z^HAz)^{1/2}]} {\text{Re}[g(z,\overline z)-(z^HBz)^{1/2}]}= \frac {\psi(z)}{\varphi(z)}\tag{P} \] \[ \text{subject to }z\in\mathbb{C}^n\text{ and }h(z, \overline z)\in S \subset\mathbb{C}^m \] where \(f,g:\mathbb{C}^{2n}\to\mathbb{C}\) and \(h: \mathbb{C}^{2n} \to\mathbb{C}^m\) are analytic functions on a specific set \(Q=\{(z,z')\in \mathbb{C}^n \times \mathbb{C}^n\mid z'=\overline z\}\subset \mathbb{C}^{2n}\); \(z^H\) means the transpose of \(\overline z\); \(S\) is a polyhedral cone; \(A\) and \(B\) are positive semidefinite Hermitian matrices. It is assumed that \(\psi(z)\geq 0\) and \(\varphi (z)>0\). The weak, strong and strict converse duality theorems are proved.

Keywords

nonlinear analytic functions, duality theorems, fractional complex programming, Other notions of convexity in relation to several complex variables, Optimality conditions and duality in mathematical programming, Fractional programming, Duality theory (optimization), Convexity of real functions in one variable, generalizations

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