1. Introduction
Minimax is a decision rule used in decision theory, game theory, statistics, and philosophy for minimizing the possible loss for a worst case (maximum loss) scenario. In general, a minimax problem can be formulated as
where
is a function defined on the space
X. Many minimax problems often arise in engineering design, computer-aided-design, circuit design, and optimal control. Some of the problems arising in engineering, economics, and mathematics are of the following form:
Minimize a function subject to , where is one of the following functions:
- (a)
- (b)
- (c)
- (d)
where the sets depend on x and are given sets,
- (e)
Such problems often appear in the engineering design theory. In recent years, much attention was paid to the problems described. The minimax theory deals with the following problems:
- (1)
Necessary and sufficient conditions and their geometric interpretation [
1,
2];
- (2)
Steepest-descent directions and their applications to constructing numerical methods. The problems have been widely discussed and studied for the function ;
- (3)
Saddle points: The problem of finding saddle points is a special case of minimax problems (see survey [
3]);
- (4)
Optimal control problems with a minimax criterion function.
These facts indicate that minimax theory will continue to be an important tool for solving difficult and interesting problems. In addition, minimax methods provide a paradigm for investigating analogous problems. An exciting future with new unified theories may be expected. Optimization problems, in which both a minimization and a maximization process are performed, are known as minimax problems in the area of mathematical programming. For more details, we refer to Stancu-Minasian [
4]. Tanimoto [
5] applied these optimality conditions to construct a dual problem and established duality theorems. Many researchers have done work related to the same area [
6,
7,
8,
9,
10,
11,
12,
13,
14].
Fractional programming is an interesting subject which features in several types of optimization problems, such as inventory problem, game theory, and in many other cases. In addition, it can be used in engineering and economics to minimize a ratio of functions between a given period of time and as a utilized resource in order to measure the efficiency of a system. In these sorts of problems, the objective function is usually given as a ratio of functions in fractional programming from (see [
15,
16]).
Motivated by various concepts of generalized convexity, Liang et al. [
17] introduced the concept of
-convex functions. Hachimi and Aghezzaf [
18], with prior definitions of generalized convexity, extended the concept further to
-type I functions and gave the sufficient optimality conditions and mixed-type duality results for the multiobjective programming problem.
This paper is divided into four sections.
Section 2 contains definitions of higher-order strictly pseudo
-type-I functions. In
Section 3, we concentrate our discussion on a nondifferentiable minimax fractional programming problem and formulate the higher-order dual model. We establish duality theorems under higher-order strictly pseudo
-type-I functions. In the final section, we turn our attention to discuss a nondifferentiable mixed-type minimax fractional programming problem and establish duality relations under the same assumptions.
2. Preliminaries and Definitions
Throughout this paper, we use and
Definition 1. Let Q be a compact convex set in . The support function of Q is denoted by and defined by The support function , being convex and everywhere finite, has a Clarke subdifferential [8], in the sense of convex analysis. The subdifferential of is given by For any set S, the normal case to S at a point , denoted by and denoted by It is readily verified that for a compact convex set if and only if or equivalently, x is in the Clarke subdifferential of s at
Consider the following nondifferentiable minimax fractional programming problem (FP):
(FP) Minimize
,
where
Y is a compact subject of
and
are continuously differentiable functions on
and
.
C,
D, and
are compact convex sets in
, and
, and
designate the support functions of compact sets.
and
Assume that and (satisfying ). Let and be twice differentiable functions.
Definition 2. is said to be higher-order -type -I at , if ∃, and η such that , and we have
Remark 1. In the above definition, if the inequalities appear as strict inequalities, then we say that is higher-order strict -type-I.
Remark 2. If and , then Definition 2 becomes α-type-I at given by [19]. Definition 3. is said to be higher-order pseudoquasi -type -I at , if , and η such that , and we have
Remark 3. In Definition 3, if then is higher-order strictly pseudoquasi -type-I.
Remark 4. If and , then Definition 3 reduces to α-type-I at , given by [19]. Theorem 1 (Necessary condition).
If is an optimal solution of problem (FP) satisfying , and are linearly independent, then and such that 3. Higher-Order Nondifferentiable Duality Model
The study of higher-order duality is more significant due to the computational advantage over second- and first-order duality as it provides tighter bounds due to presence of more parameters. In the present article, we formulate a new type of duality model for a nondifferentiable minimax fractional programming problem and derive duality theorems under generalized convexity assumptions. Additionally, we use the concept of support function as a nondifferentiable term. Consider the following dual (HFD) of the problem (FP):
where
represents the set of all
such that
Let be the feasible set for (HFD).
Theorem 2 (Weak Duality). Let and . Let
- (i)
be higher-order - type -I at z,
- (ii)
Then,
Proof. We shall derive the result by assuming contrary to the above inequality. Suppose
This implies
Further, using and , we get
By inequality (7), we obtain
By hypothesis , we get
and
Multiplying the first inequality by and the second by with we get
and
The above inequalities yield
The above inequality together with (11), , and hypothesis yield
which contradicts (5). This completes the proof. □
Theorem 3 (Strong duality)
. Suppose the set is linearly independent. Let an optimal solution of (FP) be , further, supposeThen, there exist and such that and the objectives have the equal values. Moreover, if all the conditions of Weak duality theorem hold for any , then is an optimal solution of (HFD).
Proof. By Theorem 1,
such that
which, from (17) and (18), imply
and the problems (FP) and (HFD) have the same objective value. The point
is an optimal solution for (HFD) follows from Theorem 2. This completes the proof. □
Theorem 4 (Strict converse duality). Suppose that and are the optimal solutions of (FP) and (HFD), respectively. Let
- (i)
be higher-order strictly - type -I and the set be linearly independent,
- (ii)
Then, .
Proof. Suppose contrary to the result that From Theorem 3, we have
Thus, we obtain
Following on the lines of Theorem 2, we get
From hypothesis , we have
and
Multiplying the first inequality by and the second by with we get
and
The above inequalities yield
It follows from (11),
, and hypothesis
that
which contradicts (25). Hence,
. □
4. Mixed-Type Higher-Order Duality Model
Consider the following higher-order unified dual (HMFD) to (FP):
(HMFD)
where represents the set of all such that
where
with
and
, if
. Let
be the feasible set for (HMFD).
Theorem 5 (Weak duality). Let and . Let
- (i)
be higher-order pseudoquasi -type -I,
- (ii)
Then,
Proof. Proof follows on the lines of Theorem □
Theorem 6 (Strong duality)
. Suppose the set is linearly independent. Let an optimal solution of (FP) be , further, supposeThen, and such that and the two objectives have the equal values. In addition, if all the conditions of Weak duality theorem hold for any , then is an optimal solution of (HMFD).
Proof. The proof can be obtained following the lines of Theorem 3. □
Theorem 7 (Strict converse duality). Let and be the optimal solutions of (FP) and (HMFD), respectively. Let
- (i)
be higher-order strictly pseudo - type -I and be linearly independent,
- (ii)
Then, .
Proof. The proof can be derived following the steps of Theorem 4. □