Abstract
For mathematical programs with objective involving a sum of ratios of affine functions, there are few theoretical results due to the nonconvex nature of the program. In this paper, we derive a duality theory for these programs by establishing their connection with geometric programming. This connection allows one to bring to bear the powerful theory and computational algorithms associated with geometric programming.
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Scott, C.H., Jefferson, T.R. Duality of a Nonconvex Sum of Ratios. Journal of Optimization Theory and Applications 98, 151–159 (1998). https://doi.org/10.1023/A:1022693032053
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DOI: https://doi.org/10.1023/A:1022693032053