Duality of a nonconvex sum of ratios. (English) Zbl 0908.90250
Summary: 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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