ON ε-SOLUTIONS FOR SEMIDEFINITE LINEAR FRACTIONAL OPTIMIZATION PROBLEMS

We study epsilon-solutions for a semidefinite linear fractional optimiza-tion problem (SLF). We obtain sequential optimality theorems for epsilon-solutions for (SLF), which are expressed with sequences and hold without any constraint qual-ification. Moreover, we formulate the non-fractional dual problem of (SLF) and then prove the sequential duality theorems (epsilon-weak duality theorem and epsilon-strong duality theorem), which holds without any constraint qualification.