• Title/Summary/Keyword: Wolfe type duality

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ON NONLINEAR PROGRAMMING WITH SUPPORT FUNCTIONS

  • Husain, I.;Abha;Jabeen, Z.
    • Journal of applied mathematics & informatics
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    • v.10 no.1_2
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    • pp.83-99
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    • 2002
  • Optimality conditions are derived for a nonlinear program in which a support function appears in the objective as well as in each constraint function. Wolfe and Mond-Weir type duals to this program are presented and various duality results are established under suitable convexity and generalized convexity assumptions. Special cases that often occur in the literature are those in which a support function is the square root of a positive semi- definite quadratic form or an Lp norm. It is pointed out that these special cases can easily be generated from our results.

DUALITY FOR MULTIOBJECTIVE FRACTIONAL CONTROL PROBLEMS WITH GENERALIZED INVEXITY

  • Nahak, C.;Nanda, S.
    • Journal of applied mathematics & informatics
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    • v.5 no.2
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    • pp.475-488
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    • 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 CONDITIONS AND DUALITY IN FRACTIONAL ROBUST OPTIMIZATION PROBLEMS

  • Kim, Moon Hee;Kim, Gwi Soo
    • East Asian mathematical journal
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    • v.31 no.3
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    • pp.345-349
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    • 2015
  • In this paper, we consider a fractional robust optimization problem (FP) and give necessary optimality theorems for (FP). Establishing a nonfractional optimization problem (NFP) equivalent to (FP), we formulate a Mond-Weir type dual problem for (FP) and prove duality theorems for (FP).

ROBUST DUALITY FOR GENERALIZED INVEX PROGRAMMING PROBLEMS

  • Kim, Moon Hee
    • Communications of the Korean Mathematical Society
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    • v.28 no.2
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    • pp.419-423
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    • 2013
  • In this paper we present a robust duality theory for generalized convex programming problems under data uncertainty. Recently, Jeyakumar, Li and Lee [Nonlinear Analysis 75 (2012), no. 3, 1362-1373] established a robust duality theory for generalized convex programming problems in the face of data uncertainty. Furthermore, we extend results of Jeyakumar, Li and Lee for an uncertain multiobjective robust optimization problem.

NONDIFFERENTIABLE SECOND-ORDER MINIMAX MIXED INTEGER SYMMETRIC DUALITY

  • Gulati, Tilak Raj;Gupta, Shiv Kumar
    • Journal of the Korean Mathematical Society
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    • v.48 no.1
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    • pp.13-21
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    • 2011
  • In this paper, a pair of Wolfe type nondifferentiable sec-ond order symmetric minimax mixed integer dual problems is formu-lated. Symmetric and self-duality theorems are established under $\eta_1$-bonvexity/$\eta_2$-boncavity assumptions. Several known results are obtained as special cases. Examples of such primal and dual problems are also given.

OPTIMALITY CONDITIONS AND DUALITY RESULTS OF THE NONLINEAR PROGRAMMING PROBLEMS UNDER ρ-(p, r)-INVEXITY ON DIFFERENTIABLE MANIFOLDS

  • Jana, Shreyasi;Nahak, Chandal
    • Journal of applied mathematics & informatics
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    • v.32 no.3_4
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    • pp.491-502
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    • 2014
  • In this paper, by using the notion of ${\rho}$-(p,r)-invexity assumptions on the functions involved, optimality conditions and duality results (Mond-Weir, Wolfe and mixed type) are established on differentiable manifolds. Counterexample is constructed to justify that our investigations are more general than the existing work available in the literature.

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.

CONTINUOUS PROGRAMMING CONTAINING SUPPORT FUNCTIONS

  • Husain, I.;Jabeen, Z.
    • Journal of applied mathematics & informatics
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    • v.26 no.1_2
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    • pp.75-106
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    • 2008
  • In this paper, we derive necessary optimality conditions for a continuous programming problem in which both objective and constraint functions contain support functions and is, therefore, nondifferentiable. It is shown that under generalized invexity of functionals, Karush-Kuhn-Tucker type optimality conditions for the continuous programming problem are also sufficient. Using these optimality conditions, we construct dual problems of both Wolfe and Mond-Weir types and validate appropriate duality theorems under invexity and generalized invexity. A mixed type dual is also proposed and duality results are validated under generalized invexity. A special case which often occurs in mathematical programming is that in which the support function is the square root of a positive semidefinite quadratic form. Further, it is also pointed out that our results can be considered as dynamic generalizations of those of (static) nonlinear programming with support functions recently incorporated in the literature.

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OPTIMALITY CRITERIA AND DUALITY FOR MULTIOBJECTIVE VARIATIONAL PROBLEMS INVOLVING HIGHER ORDER DERIVATIVES

  • Husain, I.;Ahmed, A.;Rumana, G. Mattoo
    • Journal of applied mathematics & informatics
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    • v.27 no.1_2
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    • pp.123-137
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    • 2009
  • A multiobjective variational problem involving higher order derivatives is considered and Fritz-John and Karush-Kuhn-Tucker type optimality conditions for this problem are derived. As an application of Karush-Kuhn-Tucker optimality conditions, Wolfe type dual to this variational problem is constructed and various duality results are validated under generalized invexity. Some special cases are mentioned and it is also pointed out that our results can be considered as a dynamic generalization of the already existing results in nonlinear programming.

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MULTIOBJECTIVE SECOND-ORDER NONDIFFERENTIABLE SYMMETRIC DUALITY INVOLVING (F, $\alpha$, $\rho$, d)-CONVEX FUNCTIONS

  • Gupta, S.K.;Kailey, N.;Sharma, M.K.
    • Journal of applied mathematics & informatics
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    • v.28 no.5_6
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    • pp.1395-1408
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    • 2010
  • In this paper, a pair of Wolfe type second-order nondifferentiable multiobjective symmetric dual program over arbitrary cones is formulated. Weak, strong and converse duality theorems are established under second-order (F, $\alpha$, $\rho$, d)-convexity assumptions. An illustration is given to show that second-order (F, $\alpha$, $\rho$, d)-convex functions are generalization of second-order F-convex functions. Several known results including many recent works are obtained as special cases.