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Gue Myung Lee, Gwi Soo Kim, Moon Hee Kim, Linear fractional optimization problems on Jordan Euclidean algebras

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DOI: 10.23952/jnva.6.2022.2.05

Volume 6, Issue 2, 1 April 2022, Pages 65-82

 

Abstract. We consider a linear fractional optimization problem (LFOP) defined on an Euclidean Jordan algebras. We obtain an optimality theorem for the LFOP, which holds without any constraint qualification. Moreover, we formulate the non-fractional dual problem of the LFOP and then prove the duality theorems (weak duality theorem and strong duality theorem), which hold without any constraint qualification. Furthermore, we characterize the solution set of the LFOP by using the optimality conditions. We also discuss methodologies for the LFOP.

 

How to Cite this Article:
G.M. Lee, G.S. Kim, M.H. Kim, Linear fractional optimization problems on Jordan Euclidean algebras, J. Nonlinear Var. Anal. 6 (2022), 65-82.