Parameter-free convex equivalent and dual programs of fractional programming problems

Abstract

An appropriate generalization of Charnes-Cooper's [1962] variable transformation is introduced, by which a parameter-free convex program is associated to nonlinear fractional programs. The equivalent program also enables a direct approach to Jagannathan's. [1973] duality theory simultaneously extending it. In particular for some special cases further duality theorems are derived. © 1974 Physica-Verlag.