摘要
借助Dinkelbach的方法(见文献[1]),将带复合函数的分式优化问题转化为约束优化问题,通过引入新的约束规范条件,建立了约束优化问题的对偶理论,进而刻画了带复合殿数的分式优化问题的Farkas类引理.
In this paper, the fractional optimization problem with composite functions is turned into a constraint optimization problem by using the previous method. By introducing some news constraint qualifications, some duality results for the constraint optimization problem are established and some Farkas type lemmas for the fractional optimization problem with composite functions are then given.
作者
方东辉
刘伟玲
Fang Donghui;Liu Weilin(College of Mathematics and Statistics,Jishou University,Hunan Jishou 416000)
出处
《数学物理学报(A辑)》
CSCD
北大核心
2018年第5期842-854,共13页
Acta Mathematica Scientia
基金
国家自然科学基金(11461047)
湖南省自然科学基金(2016JJ2099)
湖南省教育厅科研基金(17A172)~~
关键词
分式优化问题
复合函数
约束规范条件
FARKAS引理
Fractional optimization problem
Composite function
Constraint qualification
Frakas lemma