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Convex dual for quadratic concave fractional programs

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Abstract

For a fractional program with a quadratic numerator and an arbitrary concave denominator, a new convex dual program is derived. Concepts of conjugate duality are used to obtain an explicit representation of the dual.

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Author information

Authors and Affiliations

  1. Graduate School of Management, University of California, Irvine, California

    C. H. Scott (Professor)

  2. Anderson Graduate School of Management, University of California, Los Angeles, California

    T. R. Jefferson (Visiting Professor)

Authors
  1. C. H. Scott
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  2. T. R. Jefferson
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Additional information

Communicated by S. Schaible

The authors are grateful to two anonymous referees and the Associate Editor for their comments.

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Scott, C.H., Jefferson, T.R. Convex dual for quadratic concave fractional programs. J Optim Theory Appl 91, 115–122 (1996). https://doi.org/10.1007/BF02192285

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  • DOI: https://doi.org/10.1007/BF02192285

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