SOLUTION SETS OF SECOND-ORDER CONE LINEAR FRACTIONAL OPTIMIZATION PROBLEMS

Authors

  • Gwi Soo Kim Department of Applied Mathematics, Pukyong National University
  • Moon Hee Kim College of General Education, Tongmyong University
  • Gue Myung Lee Department of Applied Mathematics, Pukyong National University

Abstract

We characterize the solution set for a second-order cone linear fractional optimization problem (P). We present sequential Lagrange multiplier characterizations of the solution set for the problem (P) in terms of sequential Lagrange multipliers of a known solution of (P).

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Published

2021-02-23

Issue

Volume 26, Number 1, March 2021

Section

Articles