Sufficient optimality condition and duality of nondifferentiable minimax ratio constraint problems under (p, r)-ρ-(η, θ)-invexity

Navdeep Kailey, Sonali Sethi, Shivani Saini
2022 Control and Cybernetics  
There are several classes of decision-making problems that explicitly or implicitly prompt fractional programming problems. Portfolio selection problems, agricultural planning, information transfer, numerical analysis of stochastic processes, and resource allocation problems are just a few examples. The huge number of applications of minimax fractional programming problems inspired us to work on this topic. This paper is concerned with a nondifferentiable minimax fractional programming problem.
more » ... We study a parametric dual model, corresponding to the primal problem, and derive the sufficient optimality condition for an optimal solution to the considered problem. Further, we obtain the various duality results under (p, r)-ρ-(η, θ)-invexity assumptions. Also, we identify a function lying exclusively in the class of (−1, 1)-ρ-(η, θ)-invex functions but not in the class of (1, −1)-invex functions and convex function already existing in the literature. We have given a non-trivial model of nondifferentiable minimax problem and obtained its optimal solution using optimality results derived in this paper.
doi:10.2478/candc-2022-0005 fatcat:tkttmpmpnnau3aoy35agt4atqu