ON ε-SOLUTIONS FOR SEMIDEFINITE LINEAR FRACTIONAL OPTIMIZATION PROBLEMS

被引:0
|
作者
Kim, Gwi Soo [1 ]
Lee, Gue Myung [1 ]
机构
[1] Pukyong Natl Univ, Dept Appl Math, Busan 48513, South Korea
基金
新加坡国家研究基金会;
关键词
semidefinite linear fractional optimization problem; sequential optimal-ity conditions; constraint qualifications; epsilon-weak duality theorem; epsilon-strong duality theorem;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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.
引用
收藏
页码:87 / 98
页数:12
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