DUALITY IN NONDIFFERENTIABLE MULTIOBJECTIVE FRACTIONAL PROGRAMS INVOLVING CONES

Abstract

In this paper, we introduce nondifferentiable multiobjective fractional programming problems with cone constraints over arbitrary closed convex cones, where every component of the objective function contains a term involving the support function of a compact convex set. For this problem, Wolfe and Mond-Weir type duals are proposed. We establish weak and strong duality theorems for a weakly efficient solution under suitable (V, ρ)-invexity assumptions. As special cases of our duality relations, we give some known duality results.