Abstract
We consider a generalization of a linear fractional program where the maximum of finitely many linear ratios is to be minimized subject to linear constraints. For this Min-Max problem, a dual in the form of a Max-Min problem is introduced and duality relations are established.
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This work was supported by a Research Grant from NATO, No. 1934.
Additionally supported by grant NSERC, A8312.
Additionally supported by grant NSERC, A4534.
An erratum to this article is available at http://dx.doi.org/10.1007/BF02592224.
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Crouzeix, JP., Ferland, J.A. & Schaible, S. Duality in generalized linear fractional programming. Mathematical Programming 27, 342–354 (1983). https://doi.org/10.1007/BF02591908
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DOI: https://doi.org/10.1007/BF02591908