Research Communication | Open Access
Volume 2019 | Communication ID 32
Volume 2019 | Communication ID 32
| Duality results and dual bundle methods based on the dual method of centers for minimax fractional programs |
Karima Boufi, Ahmed Roubi
Received |
Accepted |
Published |
Dec 29, 2018 |
Jan 31, 2019 |
Mar 01, 2019 |
Abstract: We propose new duality results for generalized fractional programs (GFP), for a wide class of problems, not limited only to the convex case. Our approach does not use Lagrangian duality, but only an equivalent form of the GFP. We present a general approximating scheme, based on the proximal point algorithm, for solving this dual program. We take advantage of the convexity property of the dual, independently of the primal properties, to build implementable bundle methods, with the support of the general scheme. But, it is well known that the principal difficulty with the duality, is the ...