Higher order duality in multiobjective fractional programming with square root term under...
Transcript of Higher order duality in multiobjective fractional programming with square root term under...
Applied Mathematics and Computation 247 (2014) 880–897
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Applied Mathematics and Computation
journal homepage: www.elsevier .com/ locate /amc
Higher order duality in multiobjective fractional programmingwith square root term under generalized higher orderðF;a; b;q;r; dÞ-V-type I univex functions
http://dx.doi.org/10.1016/j.amc.2014.09.0360096-3003/� 2014 Elsevier Inc. All rights reserved.
E-mail address: [email protected]
A.K. TripathyDepartment of Mathematics, Trident Academy of Technology, F2/A, Chandaka Industrial Estate, Patia, Bhubaneswar 24, Odisha, India
a r t i c l e i n f o
Keywords:Multiobjective fractional programmingGeneralized higher order ðF;a; b;q;r; dÞ-V-type I univex functionEfficient solutionSchwartz inequality
a b s t r a c t
In this paper, a new generalized class of higher order ðF;a; b;q;r;dÞ-V-type I univex func-tion is introduced with some examples for a differentiable multiobjective programming(MP). Then multiobjective fractional programming problem (MFP) is considered in whichthe numerator and denominator of objective functions contain square root of positivesemidefinite quadratic form and the necessary and sufficient conditions for efficient solu-tion for (MFP) are established under generalized higher order ðF;a; b;q;r; dÞ-V-type I uni-vex functions. Again, higher order dual program is proposed for (MFP) and the dualityresults are established under generalized of higher order ðF;a; b;q;r; dÞ-V-type I univexfunctions. Also, some computational work has been done to substantiate the analysis.
� 2014 Elsevier Inc. All rights reserved.
1. Introduction
The fractional programming problem has been one of the most interesting topics in the past few years. Mond [26] andZhang and Mond [35] have considered fractional programming problems containing square root of positive semidefinitequadratic form. The popularity of this kind of problem lies in the fact that although the objective functions are nondifferen-tiable, a simple formulation of the dual may be given. Duality for various forms of mathematical problems involving squareroots of positive semidefinite quadratic forms has been discussed by Ahmad et al. [2], Mond [26], Zhang and Mond [35] andothers. Duality in fractional programming is an important class of duality theory and several contribution have been made inpast (reader can see [2–4,10,19–21,26,30,31,33,35]).
Second order and higher order duality provides a tighter bound for the value of the objective function when approxima-tions are used because there are more parameters involved. Mangasarian [23] first formulated a class of second order andhigher order duality for nonlinear programming problems. Mond and Zhang [28] obtained duality results for various higherorder dual problems under higher order invexity assumptions. Higher order duality in nonlinear programming under variousgeneralized convex functions has been studied by many researchers like Chen [6], Suneja et al. [32], Ahmad et al.[1], Gulatiet al.[11], Kim and Lee [17] and Gulati and Sani [10].
On the other hand, to relax convexity assumptions imposed on the functions in theorems on optimality conditions andduality, various generalized convexity notations have been introduced. Reader can see [5,9,13,14,16,22,24,25,29,33]. Kuk andTanino [18] obtained the duality results in nonsmooth optimization involving generalized type I functions. Gulati et al. [9]introduced generalized ðF;a;q; dÞ-V-type I functions and established sufficient optimality condition and duality for
A.K. Tripathy / Applied Mathematics and Computation 247 (2014) 880–897 881
multiobjective programming under the aforesaid functions. Hachimi and Aghezzaf [12] obtained second order duality resultsin multiobjective programming under second order ðF;a;q; dÞ-type 1 function. Gulati and Agarwal [8] introduced secondorder ðF;a;q; dÞ-V-type I function for multiobjective programming problem and proved duality results involving aforesaidfunctions. Tripathy and Devi [33] introduced generalized ðd;q;g; hÞ-type 1 univex functions and obtained duality resultsof mixed type duality for nondifferentiable multiobjective fractional programming under these functions. Jayswal et al.[15] introduced a new class of generalized ðF;a;q; hÞ-d-V-univex function for nonsmooth multiobjective programmingproblems.
In this paper, motivated by Jayswal et al. [15,16], Gulati et al. [9], Gulati and Agarwal [7,8] and Suneja et al. [29], we haveintroduced a new generalized class of higher order ðF;a; b;q;r; dÞ-V-type I univex functions with examples. Then multiob-jective fractional programming problem (MFP) is considered in which the numerator and denominator of objective functionscontain square root of positive semidefinite quadratic form and the necessary and sufficient conditions for efficient solutionfor (MFP) are established under generalized higher order ðF;a; b;q;r; dÞ-V-type I univex functions. Again, higher order dualprogram is proposed for (MFP) and the duality results are established under generalized of higher order ðF;a; b;q;r; dÞ-V-type I univex functions. Some computational work has been done to substantiate the analysis.
2. Notations and preliminaries
Let Rn be n-dimensional Euclidean space and Rnþ be its nonnegative orthant. Throughout this paper, the following conven-
tion for vectors x and y in Rn will be adopted:
x < y() xi < yi for all i ¼ 1;2; . . . ;n; x5y() xi5yi for all i ¼ 1;2; . . . ;n;
x 6 y() xi 6 yi for all i ¼ 1;2; . . . ;n; but x – y:
Consider the multiobjective programming problem:
ðMPÞMinimize f ðxÞ ¼ ðf 1ðxÞ; f 2ðxÞ; . . . ; f kðxÞÞSubject to hðxÞ50; x�X;
where X # Rn is an open set and f : X ! Rk and h : X ! Rm are continuously differentiable functions.Let X0 ¼ fx�XjhðxÞ50g be the set of feasible solutions of (MP).Since the objectives in multiobjective problems generally conflict with one another, an optimal solution is chosen from
the set of efficient/weak efficient solutions.
Definition 2.1. A point x 2 X0 is an efficient (Pareto optimal) solution of (MP), if there does not exist x 2 X0 such thatf ðxÞ 6 f ðxÞ that is there does not exist any x 2 X0 such that
fiðxÞ5fiðxÞ for all i ¼ 1;2; . . . ; k and f rðxÞ < f rðxÞ for some r 2 f1;2; . . . ; kg:
Definition 2.2. A point x 2 X0 is an weak efficient (weak Pareto optimal) solution of (MP), if there does not exist x 2 X0 suchthat f ðxÞ < f ðxÞ .
Definition 2.3 (Schwartz inequality). Let x; y 2 Rn and A 2 Rn � Rn be a positive semidefinite matrix, thenxT Ay 6 ðxT AxÞ
12ðyT AyÞ
12. Equality holds if for some k P 0;Ax P kAy.
Definition 2.4. A function F : X � X � Rn ! R is said to be sub-linear in the third argument if,
(i) Fðx;u; a1 þ a2Þ 6 Fðx;u; a1Þ þ Fðx;u; a2Þ;8a1; a2 2 Rn;(ii) Fðx;u;aaÞ ¼ aFðx;u; aÞ;8a 2 R;a P 0.
Clearly Fðx;u; 0Þ ¼ 0.Let f ¼ ðf 1; f 2; . . . ; f kÞ : X ! Rk;h ¼ ðh1; h2; . . . ;hmÞ : X ! Rm,K ¼ ðK1;K2; . . . ;KkÞ : X � Rn ! Rk, H ¼ ðH1;H2; . . . ;HmÞ : X � Rn ! Rm be differentiable functions and p 2 Rn; q 2 Rn.Let b0 : X � X ! Rþ; b1 : X � X ! Rþ;w0 : R! R;w1 : R! R,a : X � X ! Rþ n f0g; b : X � X ! Rþ n f0g; k ¼ ðk1; k2; . . . ; kkÞ 2 Rk
þ; y ¼ ðy1; y2; . . . ; ymÞ 2 Rmþ ;q;r 2 R.
Suppose that d : X � X ! R is a pseudo metric, that is for all x; y; z 2 X;
(i) dðx; yÞP 0 and x ¼ y) dðx; yÞ ¼ 0, (ii) dðx; yÞ ¼ dðy; xÞ,(iii) dðx; yÞ 6 dðx; zÞ þ dðz; yÞ.
882 A.K. Tripathy / Applied Mathematics and Computation 247 (2014) 880–897
Definition 2.5. ðf ;hÞ is said to be higher order ðF;a; b;q;r; dÞ-V-type I univex function at u 2 X with respect to Kðu; pÞ andHðu; qÞ, if there exist functions b0
i ; b1j ;a0;a1 : X � X ! Rþ n f0g; b0; b1 : X � X : Rþ;w0;w1 : R! R and q;r 2 R such that for all
x 2 X and for all i ¼ 1;2; . . . ; k; j ¼ 1;2; . . . ;m,
b0ðx;uÞw0ðb0i ðx;uÞ½fiðxÞ � fiðuÞ � Kiðu; pÞ þ pTrpKiðu;pÞ�ÞP Fðx;u;a0ðx;uÞðrfiðuÞ þ rpKiðu; pÞÞÞ þ qd2ðx;uÞ
and b1ðx;uÞw1ðb1j ðx;uÞ½hjðuÞ þ Hjðu; qÞ � qTrqHjðu;pÞ�ÞP Fðx;u; a1ðx;uÞðrhjðuÞ þ rqHjðu; qÞÞÞ þ rd2ðx;uÞ:
Remark 2.1.
(i) If w0ðtÞ ¼ w1ðtÞ ¼ t; boðx;uÞ ¼ b1ðx;uÞ ¼ 1, b0i ðx;uÞ ¼ b1
j ðx;uÞ ¼ 1, i ¼ 1;2; . . . ; k; j ¼ 1;2; . . . ;m in Definition 2.5, we getthe definition of higher order ðF;a;q; dÞ-type I function introduced by Gulati and Agarwal [7].
(ii) If w0ðtÞ ¼ w1ðtÞ ¼ t; boðx;uÞ ¼ b1ðx;uÞ ¼ 1;a0ðx;uÞ ¼ a1ðx;uÞ ¼ 1, b0i ðx;uÞ ¼ b1
j ðx;uÞ ¼ 1; i ¼ 1;2; . . . ; k; j ¼ 1;2; . . . ;min Definition 2.5, we get the definition of higher order ðF;qi;rjÞ -type I function introduced by Suneja et al. [29].
(iii) If we take Kiðu; pÞ ¼ 0 and Hjðu; qÞ ¼ 0 for all i = 1,2,. . .,k; j = 1,2,. . .,m and w0ðtÞ ¼ w1ðtÞ ¼ t; boðx;uÞ ¼ b1ðx;uÞ ¼ 1 inDefinition 2.5, we get the definition of ðF;a;q; dÞ-V-type I function given by Gulati et al. [9].
Definition 2.6. ðf ;hÞ is said to be higher order ðF;a; b;q;r; dÞ-V-pseudo quasi type I univex function at u 2 X with respect toKðu; pÞ and Hðu; qÞ, if there exist functions b0
i ; b1j ;a0;a1 : X � X ! Rþ n f0g; b0; b1 : X � X : Rþ;w0;w1 : R! R and q;r 2 R such
that for all x 2 X,
F x;u; a0ðx;uÞXk
i¼1
rfiðuÞ þ rpKiðu;pÞ� � ! !
=� qd2ðx;uÞ
) b0ðx;uÞw0
Xk
i¼1
b0i ðx; uÞ fiðxÞ � fiðuÞ � Kiðu;pÞ þ pTrpKiðu;pÞ
� �� � !=0
and
� b1ðx;uÞw1
Xm
j¼1
b1j ðx; uÞ hjðuÞ þ Hjðu; qÞ � qTrqHjðu; qÞ
� � !50
) F x;u; a1ðx;uÞXm
j¼1
rhjðuÞ þ rqHjðu; qÞ� � ! !
5� rd2ðx;uÞ:
Definition 2.7. ðf ;hÞ is said to be higher order ðF;a; b;q;r; dÞ-V-strictly pseudo quasi type I univex function at u 2 X withrespect to Kðu; pÞ and Hðu; qÞ, if there exist functions b0
i ; b1j ;a0;a1 : X � X ! Rþ n f0g; b0; b1 : X � X : Rþ;w0;w1 : R! R and
q;r 2 R such that for all x 2 X,
F x;u; a0ðx;uÞXk
i¼1
ðrfiðuÞ þ rpKiðu;pÞÞ ! !
=� qd2ðx;uÞ
) b0ðx;uÞw0
Xk
i¼1
b0i ðx; uÞ fiðxÞ � fiðuÞ � Kiðu;pÞ þ pTrpKiðu;pÞ
� �� � !> 0
and
� b1ðx;uÞw1
Xm
j¼1
b1j ðx; uÞ hjðuÞ þ Hjðu; qÞ � qTrqHjðu; qÞ
� � !50
) F x;u; a1ðx;uÞXm
j¼1
rhjðuÞ þ rqHjðu; qÞ� � ! !
5� rd2ðx;uÞ:
Definition 2.8. ðf ;hÞ is said to be higher order ðF;a; b;q;r; dÞ-V- quasi pseudo type I univex function at u 2 X with respect toKðu; pÞ and Hðu; qÞ, if there exist functions b0
i ; b1j ;a0;a1 : X � X ! Rþ n f0g; b0; b1 : X � X : Rþ;w0;w1 : R! R and q;r 2 R such
that for all x 2 X,
b0ðx;uÞw0
Xk
i¼1
b0i ðx; uÞ fiðxÞ � fiðuÞ � Kiðu;pÞ þ pTrpKiðu;pÞ
� �� � !50
) F x;u; a0ðx;uÞXk
i¼1
ðrfiðuÞ þ rpKiðu;pÞÞ ! !
5� qd2ðx;uÞ
A.K. Tripathy / Applied Mathematics and Computation 247 (2014) 880–897 883
and
� b1ðx;uÞw1
Xm
j¼1
b1j ðx; uÞ hjðuÞ þ Hjðu; qÞ � qTrqHjðu; qÞ
� � !=0
) F x;u; a1ðx;uÞXm
j¼1
rhjðuÞ þ rqHjðu; qÞ� � ! !
=� rd2ðx;uÞ:
Definition 2.9. ðf ;hÞ is said to be higher order ðF;a; b;q;r; dÞ-V- quasi strictly pseudo type I univex function at u 2 X withrespect to Kðu; pÞ and Hðu; qÞ, if there exist functions b0
i ; b1j ;a0;a1 : X � X ! Rþ n f0g; b0; b1 : X � X : Rþ;w0;w1 : R! R and
q;r 2 R such that for all x 2 X,
b0ðx;uÞw0
Xk
i¼1
b0i ðx; uÞ fiðxÞ � fiðuÞ � Kiðu;pÞ þ pTrpKiðu;pÞ
� �� � !50
) F x;u; a0ðx;uÞXk
i¼1
ðrfiðuÞ þ rpKiðu;pÞÞ ! !
5� qd2ðx;uÞ
and F x;u;a1ðx; uÞXm
j¼1
ðrhjðuÞ þ rqHjðu; qÞÞ ! !
=� rd2ðx;uÞ
) b1ðx;uÞw1
Xm
j¼1
b1j ðx;uÞ hjðuÞ þ Hjðu; qÞ � qTrqHjðu; qÞ
� � !> 0:
Example 2.1. For (MP) let k ¼ 2;X ¼ R; f ¼ ðf 1; f 2Þ : X ! R2;h : X ! R such that f 1ðxÞ ¼ x4 þ x2 þ 1; f 2ðxÞ ¼ 2x2 þ 8x;hðxÞ ¼ �x.
So the feasible region is X0 ¼ fx 2 Xjx P 0g.Let Fðx;u; aÞ ¼ jaj2 ðx2 þ u2Þ; b0ðx;uÞ ¼ b1ðx;uÞ ¼ 2;w0ðtÞ ¼ 2t;w1ðtÞ ¼ 4t, dðx;uÞ ¼
ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffix2 þ u2p
.Let K ¼ ðK1;K2Þ : X � R! R2; H : X � R! R defined by K1ðx; pÞ ¼ �2pðxþ 1Þ2; K2ðx; pÞ ¼ 3pðx2 þ 1Þ; Hðx; qÞ ¼
qðxþ 1Þ2.Also, let a0ðx;uÞ ¼ 2 ¼ a1ðx;uÞ; b0
1ðx;uÞ ¼ b02ðx;uÞ ¼ b1
1ðx;uÞ ¼ 1;q1 ¼ �2;q2 ¼ 1;r1 ¼ �6;u ¼ 0.Now, 8x 2 X and u ¼ 0; we have
b0ðx;uÞw0ðb01ðx;uÞ½f 1ðxÞ � f 1ðuÞ � K1ðu;pÞ þ pTrpK1ðu;pÞ�Þ ¼ 4ð2x2 þ 8xÞ=Fðx;u; a0ðx;uÞðrf 1ðuÞ
þ rpK1ðu;pÞÞÞ þ q1d2ðx;uÞ ¼ 4x2;
b0ðx;uÞw0ðb02ðx;uÞ½f 2ðxÞ � f 2ðuÞ � K2ðu;pÞ þ pTrpK2ðu;pÞ�Þ ¼ 4ðx4 þ x2Þ=Fðx;u; a0ðx;uÞðrf 1ðuÞ
þ rpK1ðu;pÞÞÞ þ q2d2ðx;uÞ ¼ 4x2
and
�b1ðx;uÞw1ðb11ðx;uÞ½hðuÞ þ Hðu; qÞ � qTrqHðu;pÞ�Þ ¼ 0=Fðx;u;a1ðx;uÞðrhðuÞ þ rqHðu; qÞÞÞ þ r1d2ðx;uÞ ¼ �6x2:
This shows that ðf ; hÞ is higher order ðF;a; b;q;r; dÞ-V-type I univex function at u ¼ 0;8x 2 X with respect to Kðu; pÞ andHðu; qÞ. However, for the above defined problem if we take
ðiÞ x ¼ 5; f 1ðxÞ � f 1ðuÞ � K1ðu; pÞ þ pTrpK1ðu; pÞ ¼ 2x2 þ 8x
< Fðx;u;a0ðx;uÞðrf 1ðuÞ þ rpK1ðu;pÞÞÞ þ q1d2ðx;uÞ ¼ 4x2:
ðiiÞ x ¼ 1; f 2ðxÞ � f 2ðuÞ � K2ðu;pÞ þ pTrpK2ðu;pÞ ¼ x4 þ x2
< Fðx; u;a0ðx;uÞðrf 2ðuÞ þ rpK2ðu;pÞÞÞ þ q2d2ðx;uÞ ¼ 4x2:
This shows that ðf ;hÞ is not higher order ðF;a;q; dÞ-type I at u ¼ 0;8x 2 X with respect to Kðu; pÞ and Hðu; qÞ as introduced byGulati and Agarwal [9] and Ahmad et al. [1].
Example 2.2. For (MP) let k ¼ 2;X ¼ R; f ¼ ðf 1; f 2Þ : X ! R2;h : X ! R such that f 1ðxÞ ¼ �x2 � 4xþ 8; f 2ðxÞ ¼ �x4 þ 2;hðxÞ ¼ �x.
So the feasible region is X0 ¼ fx 2 Xjx P 0g.Let Fðx;u; aÞ ¼ jajðx2 þ u2Þ; b0ðx;uÞ ¼ b1ðx;uÞ ¼ 2;w0ðtÞ ¼ 2t;w1ðtÞ ¼ 3t, dðx;uÞ ¼
ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffix2 þ u2p
.Let K ¼ ðK1;K2Þ : X � R! R2; H : X � R! R defined by K1ðx; pÞ ¼ 2pðx2 þ 1Þ; K2ðx; pÞ ¼ 2pðxþ 1Þ2; Hðx; qÞ ¼
2qðx2 þ 1Þ.
884 A.K. Tripathy / Applied Mathematics and Computation 247 (2014) 880–897
Also let a0ðx;uÞ ¼ 12 ;a1ðx;uÞ ¼ 1; b0
1ðx;uÞ ¼ b02ðx;uÞ ¼ b1
1ðx; uÞ ¼ 1;q ¼ �2;r ¼ 2;u ¼ 0.Now 8x 2 X and u ¼ 0; we have
b0ðx;uÞw0
X2
i¼1
b0i ðx;uÞ fiðxÞ � fiðuÞ � Kiðu;pÞ þ pTrpKiðu;pÞ
� �� � !¼ 4ð�x4 � x2 � 4xÞ50
) F x;u;a0ðx;uÞX2
i¼1
ðrfiðuÞ þ rpKiðu; pÞÞ ! !
þ qd2ðx;uÞ ¼ �2x2 � 0
and
Fðx;u;a1ðx;uÞðrhðuÞþrqHðu;qÞÞÞþrd2ðx;uÞ ¼ 3x2 P 0)�b1ðx;uÞw1ðb11ðx;uÞ½hðuÞþHðu;qÞ�qTrqHðu;qÞ�Þ ¼ 0 P 0:
This shows that ðf ;hÞ is higher order ðF;a; b;q;r; dÞ-V-quasi pseudo type I univex function at u ¼ 0;8x 2 X with respect toKðu; pÞ and Hðu; qÞ. However, for the above defined problem if we take
ðiÞ x ¼ 1; b0ðx;uÞw0ðf 1ðxÞ � f 1ðuÞ � K1ðu; pÞ þ pTrpK1ðu;pÞÞ ¼ 4ð�x2 � 4xÞ< Fðx;u; a0ðx;uÞðrf 1ðuÞ þ rpK1ðu; pÞÞÞ þ q1d2ðx;uÞ ¼ �x2;
b0ðx;uÞw0ðf 2ðxÞ � f 2ðuÞ � K2ðu; pÞ þ pTrpK2ðu;pÞÞ ¼ �4x4
< Fðx;u; a0ðx;uÞðrf 2ðuÞ þ rpK2ðu; pÞÞÞ þ q2d2ðx;uÞ ¼ 0
and � b1ðx; uÞw1ðhðuÞ þ Hðu; qÞ � qTrqHðu; qÞÞ ¼ 0
< Fðx;u; a1ðx;uÞðrhðuÞ þ rqHðu; qÞÞÞ þ rd2ðx;uÞ ¼ 3x2:
This shows that ðf ;hÞ is not higher order ðF;a; b;q;r; dÞ-V-type I univex at u ¼ 0;8x 2 X with respect to Kðu; pÞ and Hðu; qÞ.
Example 2.3. For (MP) let k ¼ 2;X ¼ R; f ¼ ðf 1; f 2Þ : X ! R2;h ¼ ðh1;h2Þ : X ! R2 such that f 1ðxÞ ¼ x4 þ 2x2 þ 2;f 2ðxÞ ¼ x3 þ 4xþ 4;h1ðxÞ ¼ �x;h2ðxÞ ¼ �x2.
So the feasible region is X0 ¼ fx 2 X : x P 0g.Let Fðx;u; aÞ ¼ 2jajðx2 þ u2Þ; b0ðx;uÞ ¼ 4; b1ðx;uÞ ¼ 3;w0ðtÞ ¼ t
2 ;w1ðtÞ ¼ 3t, dðx;uÞ ¼ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffix2 þ u2p
.Let K ¼ ðK1;K2Þ : X � R! R2; H ¼ ðH1;H2Þ : X � R! R2 defined by K1ðx; pÞ ¼ 2pðxþ 1Þ2; K2ðx; pÞ ¼ �8pðx3 þ 1Þ;
H1ðx; qÞ ¼ qðxþ 1Þ; H2ðx; qÞ ¼ 2qðxþ 1Þ.Also let a0ðx;uÞ ¼ 2;a1ðx;uÞ ¼ 1
3 ; b01ðx;uÞ ¼ b0
2ðx;uÞ ¼ 12 ; b
11ðx;uÞ ¼ b1
1ðx;uÞ ¼ 1;q ¼ 3;r ¼ �3;u ¼ 0.Now 8x 2 X and u ¼ 0; we have
F x;u;a0ðx;uÞX2
i¼1
rf iðuÞþrpKiðu;pÞ� � ! !
þqd2ðx;uÞ¼11x2=0
) b0ðx;uÞw0
X2
i¼1
b0i ðx;uÞ f iðxÞ� f iðuÞ�Kiðu;pÞþpTrpKiðu;pÞ
� �� � !
¼ðx4þx3þ2x2þ4xÞ=0
and
�b1ðx;uÞw1
X2
j¼1
b1j ðx; uÞ hjðuÞ þ Hjðu; qÞ � qTrqHjðu; qÞ
� � !¼ 0 � 0
) F x;u;a1ðx;uÞX2
j¼1
ðrhðuÞ þ rqHðu; qÞÞ ! !
þ rd2ðx;uÞ
¼ �x26 0:
This shows that ðf ;hÞ is higher order ðF;a; b;q;r; dÞ-V-quasi pseudo type I univex function at u ¼ 0;8x 2 X with respect toKðu; pÞ and Hðu; qÞ.
However, for the above defined problem if we take
ðiÞ x ¼ 1; b0ðx;uÞw0
X2
i¼1
ðb0i ðx;uÞ½fiðxÞ � fiðuÞ � Kiðu; pÞ þ pTrpKiðu; pÞ�Þ
!¼ ðx4 þ x3 þ 2x2 þ 4xÞ
< Fðx;u;a0ðx; uÞX2
i¼1
rfiðuÞ þ rpKiðu; pÞ� � !
þ q1d2ðx;uÞ ¼ 11x2:
A.K. Tripathy / Applied Mathematics and Computation 247 (2014) 880–897 885
This shows that ðf ;hÞ is not higher order ðF;a; b;q;r; dÞ-V-type I univex at u ¼ 0;8x 2 X with respect to Kðu; pÞ and Hðu; qÞ.Therefore the above examples clearly illustrate that the class of higher order ðF;a; b;q;r; dÞ-V- pseudo-quasi type I univex
and higher order ðF;a; b;q;r; dÞ-V- quasi- pseudo type I univex functions are more generalized than the cited in literature.
3. Optimality conditions
We consider the following multiobjective nondifferentiable fractional programming problems:
� (MFP) Minimize f ðxÞþðxT BxÞ12
gðxÞ�ðxT CxÞ12¼ f 1ðxÞþðxT B1xÞ
12
g1ðxÞ�ðxT C1xÞ12; f 2ðxÞþðxT B2xÞ
12
g2ðxÞ�ðxT C2xÞ12; . . . ; f kðxÞþðxT BkxÞ
12
gkðxÞ�ðxT CkxÞ12
� �
Subject to
hðxÞ � 0; x 2 X;
where X # Rn; f ¼ ðf 1; f 2; . . . ; f kÞ : Rn ! Rk; g ¼ ðg1; g2; . . . ; gkÞ : Rn ! Rk and h ¼ ðh1;h2; . . . ; hmÞ : Rn ! Rm are continuously dif-ferentiable function. Bi and Ci; i ¼ 1;2;3; . . . ; k are positive semidefinite matrices of order n. In the sequel, we assume that
fiðxÞ þ ðxT BixÞ12 P 0 and giðxÞ � ðxT CixÞ
12 > 0, for i ¼ 1;2; . . . ; k.
Let X0 ¼ fx 2 X # Rn : hjðxÞ � 0; j ¼ 1;2; . . . ;mg be the set of feasible solutions of problems (MFP).
Theorem 3.1 [1]Karush–Kuhn–Tucker type necessary optimality conditions. Suppose that x0 2 X is an efficient solution of(MFP) and a constraint qualification [27,34] is satisfied at x0, then there exist k > 0; k 2 Rk; y P 0; y 2 Rm;wi 2 Rn;
zi 2 Rn; i ¼ 1;2; . . . ; k and K : X � Rn ! Rk;H : X � Rn ! Rm such that
Xk
i¼1kir
fiðx0Þ þ xT0Biwi
giðx0Þ � xT0Cizi
� �þXm
j¼1
yjrhjðx0Þ ¼ 0; ð3:1Þ
Xm
j¼1yjhjðx0Þ ¼ 0; ð3:2Þ
ðxT0Bix0Þ
12 ¼ xT
0Biwi; ðxT0Cix0Þ
12 ¼ xT
0Cizi; i ¼ 1;2; . . . ; k; ð3:3ÞwT
i Biwi � 1; zTi Cizi � 1; i ¼ 1;2; . . . ; k: ð3:4Þ
Theorem 3.2 (Karush–Kuhn–Tucker type sufficient optimality conditions). Suppose that x0 2 X be feasible solution of (MFP).Let there exist k > 0; k 2 Rk; y P 0; y 2 Rm;wi 2 Rn; zi 2 Rn; i ¼ 1;2; . . . ; k and K : X � Rn ! Rk;H : X � Rn ! Rm such that
Xk
i¼1kir
fiðx0Þ þ xT0Biwi
giðx0Þ � xT0Cizi
� �þXm
j¼1
yjrhjðx0Þ þXk
i¼1
kirpKiðx0; pÞ þXm
j¼1
yjrqHjðx0; qÞ ¼ 0; ð3:5Þ
Kiðx0; pÞ � pTrpKiðx0;pÞ ¼ 0; i ¼ 1;2; . . . ; k; ð3:6ÞXm
j¼1yjðhjðx0Þ þ Hjðx0; qÞ � qTrqHjðx0; qÞÞ ¼ 0; ð3:7Þ
ðxT0Bix0Þ
12 ¼ xT
0Biwi; ðxT0Cix0Þ
12 ¼ xT
0Cizi; i ¼ 1;2; . . . ; k; ð3:8ÞwT
i Biwi � 1; zTi Cizi � 1; i ¼ 1;2; . . . ; k: ð3:9Þ
Moreover, if
(i) f ð:Þþð:ÞT Bwgð:Þ�ð:ÞT Cz
;hð:Þ
is higher order ðF;a; b;q;r; dÞ-V-pseudo quasi type I univex function at x0 with respect to Kðx0; pÞ and
Hðx0; qÞ,(ii) for any t 2 R; w0ðtÞP 0 ) t P 0and t P 0) w1ðtÞP 0; b0ðx; x0Þ > 0; b1ðx; x0Þ > 0,(iii) b1
j ðx; x0Þ ¼ 1; 8j ¼ 1;2; . . . ;m;(iv) q
a0ðx;x0Þþ r
a1ðx;x0ÞP 0.
Then x0 is an efficient solution for (MFP).
Proof. Suppose x0 is not an efficient solution for (MFP). Then there exists x 2 X0 such that
fiðxÞ þ ðxT BixÞ12
giðxÞ � ðxT CixÞ126
fiðx0Þ þ ðxT0Bix0Þ
12
giðx0Þ � ðxT0Cix0Þ
12; 8i 2 f1;2; . . . ; kg
andf rðxÞ þ ðxT BrxÞ
12
grðxÞ � ðxT CrxÞ12<
f rðx0Þ þ ðxT0Brx0Þ
12
grðx0Þ � ðxT0Crx0Þ
12; for some r 2 f1;2; . . . ; kg:
886 A.K. Tripathy / Applied Mathematics and Computation 247 (2014) 880–897
As xT Biwi 6 ðxT BixÞ12; ðxT
0Bix0Þ12 ¼ xT
0Biwi; xT Cizi 6 ðxT CixÞ12; ðxT
0Cix0Þ12 ¼ xT
0Cizi, we can write
fiðxÞ þ xT Biwi
giðxÞ � xT Cizi6
fiðx0Þ þ xT0Biwi
giðx0Þ � xT0Cizi
; 8i 2 f1;2; . . . ; kg
andf rðxÞ þ xT Brwr
grðxÞ � xT Crzr<
f rðx0Þ þ xT0Brwr
grðx0Þ � xT0Crzr
; for some r 2 f1;2; . . . ; kg:
Since k > 0 and b0i ðx; x0Þ > 0; i ¼ 1;2; . . . ; k, from the above inequalities we get
Xk
i¼1
b0i ðx; x0Þki
fiðxÞ þ xT Biwi
giðxÞ � xT Cizi� fiðx0Þ þ xT
0Biwi
giðx0Þ � xT0Cizi
� �< 0:
Again using (3.6) in above inequality, we get
Xk
i¼1
b0i ðx; x0Þki
fiðxÞ þ xT Biwi
giðxÞ � xT Cizi� fiðx0Þ þ xT
0Biwi
giðx0Þ � xT0Cizi
� Kiðx0; pÞ þ pTrpKiðx0;pÞ� �
< 0: ð3:10Þ
Also from (3.7) we havePm
j¼1yj½hjðx0Þ þ Hjðx0; qÞ � qTrqHjðx0; qÞ� ¼ 0.Since b1
j ðx; x0Þ ¼ 1;8j ¼ 1;2; . . . ;m, we can write
Xm
j¼1
b1j ðx; x0Þyj½hjðx0Þ þ Hjðx0; qÞ � qTrqHjðx0; qÞ� ¼ 0:
As hypothesis (ii) holds, therefore the above inequalities yields
b1ðx; x0Þw1
Xm
j¼1
b1j ðx; x0Þyj½hjðx0Þ þ Hjðx0; qÞ � qTrqHjðx0; qÞ�
!P 0
) � b1ðx; x0Þw1
Xm
j¼1
b1j ðx; x0Þyj½hjðx0Þ þ Hjðx0; qÞ � qTrqHjðx0; qÞ�
!6 0:
So by hypothesis (i), we getFðx; x0; a1ðx; x0Þ
Pmj¼1yjðrhjðx0Þ þ rqHjðx0; qÞÞÞ 6 �rd2ðx; x0Þ.
Since a1ðx; x0Þ > 0, the above inequality implies that
F x; x0;Xm
j¼1
yj rhjðx0Þ þ rqHjðx0; qÞ� � !
6 � ra1ðx; x0Þ
d2ðx; x0Þ: ð3:11Þ
Now (3.5) along with the Definition 2.4 gives
F x; x0;Xk
i¼1
ki rfiðx0Þ þ xT
0Biwi
giðx0Þ � xT0Cizi
� �þrpKiðx0; pÞ
� � !þ F x; x0;
Xm
j¼1
yj rhjðx0Þ þ rqHjðx0; qÞ� � !
P F x; x0;Xk
i¼1
ki rfiðx0Þ þ xT
0Biwi
giðx0Þ � xT0Cizi
� �þrpKiðx0;pÞ
� �þXm
j¼1
yj rhjðx0Þ þ rqHjðx0; qÞ� � !
¼ Fðx; x0; 0Þ ¼ 0
) F x; x0;Xk
i¼1
ki rfiðx0Þ þ xT
0Biwi
giðx0Þ � xT0Cizi
� �þrpKiðx0;pÞ
� � !
P �F x; x0;Xm
j¼1
yj rhjðx0Þ þ rqHjðx0; qÞ� � !
Pr
a1ðx; x0Þd2ðx; x0Þ ðusing ð3:11ÞÞ
P � qa0ðx; x0Þ
d2ðx; x0Þ ðusing hypothesis ðivÞÞ
) F x; x0;a0ðx; x0ÞXk
i¼1
ki rfiðx0Þ þ xT
0Biwi
giðx0Þ � xT0Cizi
� �þrpKiðx0;pÞ
� � !P �qd2ðx; x0Þ:
A.K. Tripathy / Applied Mathematics and Computation 247 (2014) 880–897 887
So by hypothesis (i), we get
b0ðx; x0Þw0
Xk
i¼1
b0i ðx; x0Þki
fiðxÞ þ xT Biwi
giðxÞ � xT Cizi� fiðx0Þ þ xT
0Biwi
giðx0Þ � xT0Cizi
� Kiðx0;pÞ þ pTrpKiðx0; pÞ� �( )
P 0:
Since w0ðtÞP 0) t P 0 and b0ðx; x0Þ > 0, the above inequality implies that
Xk
i¼1
b0i ðx; x0Þki
fiðxÞ þ xT Biwi
giðxÞ � xT Cizi� fiðx0Þ þ xT
0Biwi
giðx0Þ � xT0Cizi
� Kiðx0; pÞ þ pTrpKiðx0;pÞ� �
P 0:
This is a contradiction to (3.10). Hence we proved. h
Theorem 3.3 (Karush–Kuhn–Tucker type sufficient optimality conditions). Suppose that x0 2 X be the feasible solution ofðMFPÞ. Let there exist k > 0; k 2 Rk; y P 0; y 2 Rm;wi 2 Rn; zi 2 Rn; i ¼ 1;2; . . . ; k and K : X � Rn ! Rk;H : X � Rn ! Rm satisfyingthe conditions from (3.5) to (3.9). Moreover, if.
(i) f ð:Þþð:ÞT Bwgð:Þ�ð:ÞT Cz
;hð:Þ
is higher order ðF;a; b;q;r; dÞ-V-quasi strictly pseudo type I univex function at x0 with respect to Kðx0; pÞand Hðx0; qÞ,
(ii) for any t 2 R; t < 0) w0ðtÞ < 0 and w1ðtÞ < 0) t < 0; b0ðx; x0Þ > 0; b1ðx; x0Þ > 0,(iii) b1
j ðx; x0Þ ¼ 1;8j ¼ 1;2; . . . ;m;(iv) q
a0ðx;x0Þþ r
a1ðx;x0ÞP 0.
Then x0 is an efficient solution for ðMFPÞ.
Proof. Suppose x0 is not an efficient solution for (MFP). Then there exists x 2 X0 such that
fiðxÞ þ ðxT BixÞ12
giðxÞ � ðxT CixÞ126
fiðx0Þ þ ðxT0Bix0Þ
12
giðx0Þ � ðxT0Cix0Þ
12; 8i 2 f1;2; . . . ; kg
andf rðxÞ þ ðxT BrxÞ
12
grðxÞ � ðxT CrxÞ12<
f rðx0Þ þ ðxT0Brx0Þ
12
grðx0Þ � ðxT0Crx0Þ
12; for some r 2 f1;2; . . . ; kg:
As xT Biwi 6 ðxT BixÞ12; ðxT
0Bix0Þ12 ¼ xT
0Biwi; xT Cizi 6 ðxT CixÞ12; ðxT
0Cix0Þ12 ¼ xT
0Cizi, we can write
fiðxÞ þ xT Biwi
giðxÞ � xT Cizi6
fiðx0Þ þ xT0Biwi
giðx0Þ � xT0Cizi
; 8i 2 f1;2; . . . ; kg
andf rðxÞ þ xT Brwr
grðxÞ � xT Crzr<
f rðx0Þ þ xT0Brwr
grðx0Þ � xT0Crzr
; for some r 2 f1;2; . . . ; kg:
Since k > 0 and b0i ðx; x0Þ > 0; i ¼ 1;2; . . . ; k, from the above inequalities we get
Xk
i¼1
b0i ðx; x0Þki
fiðxÞ þ xT Biwi
giðxÞ � xT Cizi� fiðx0Þ þ xT
0Biwi
giðx0Þ � xT0Cizi
� �< 0:
Again using (3.6) in above inequality, we get
Xk
i¼1
b0i ðx; x0Þki
fiðxÞ þ xT Biwi
giðxÞ � xT Cizi� fiðx0Þ þ xT
0Biwi
giðx0Þ � xT0Cizi
� Kiðx0; pÞ þ pTrpKiðx0;pÞ� �
< 0:
As hypothesis (ii) holds,
b0ðx; x0Þw0
Xk
i¼1
b0i ðx; x0Þki
fiðxÞ þ xT Biwi
giðxÞ � xT Cizi� fiðx0Þ þ xT
0Biwi
giðx0Þ � xT0Cizi
� Kiðx0;pÞ þ pTrpKiðx0; pÞ� �( )
< 0: ð3:12Þ
By hypothesis (i), (3.12) implies
F x; x0;Xk
i¼1
ki rfiðx0Þ þ xT
0Biwi
giðx0Þ � xT0Cizi
� �þrpKiðx0;pÞ
� � !6 � q
a0ðx; x0Þd2ðx; x0Þ: ð3:13Þ
Now (3.5) along with the Definition 2.4 gives
888 A.K. Tripathy / Applied Mathematics and Computation 247 (2014) 880–897
F x; x0;Xk
i¼1
ki rfiðx0Þ þ xT
0Biwi
giðx0Þ � xT0Cizi
� �þrpKiðx0; pÞ
� � !þ F x; x0;
Xm
j¼1
yj½rhjðx0Þ þ rqHjðx0; qÞ� !
P F x; x0;Xk
i¼1
ki rfiðx0Þ þ xT
0Biwi
giðx0Þ � xT0Cizi
� �þrpKiðx0;pÞ
� �þXm
j¼1
yjðrhjðx0Þ þ rqHjðx0; qÞÞ !
¼ Fðx; x0; 0Þ ¼ 0
) F x; x0;Xm
j¼1
yj rhjðx0Þ þ rqHjðx0; qÞ� � !
P �F x; x0;Xk
i¼1
ki rfiðx0Þ þ xT
0Biwi
giðx0Þ � xT0Cizi
� �þrpKiðx0; pÞ
� � !
Pq
a0ðx; x0Þd2ðx; x0Þ ðusing ð3:13ÞÞ
P � ra1ðx; x0Þ
d2ðx; x0Þ ðusing hypothesis ðivÞÞ
) F x; x0;Xm
j¼1
yj½rhjðx0Þ þ rqHjðx0; qÞ� !
P � ra1ðx; x0Þ
d2ðx; x0Þ
) F x; x0;a1ðx; x0ÞXm
j¼1
yj½rhjðx0Þ þ rqHjðx0; qÞ� !
P �rd2ðx; x0Þ:
So by hypothesis (i), we get
� b1ðx; x0Þw1
Xm
j¼1
b1j ðx; x0Þyj hjðx0Þ þ Hjðx0; qÞ � qTrqHjðx0; qÞ
� � !> 0
) b1ðx; x0Þw1
Xm
j¼1
b1j ðx; x0Þyj hjðx0Þ þ Hjðx0; qÞ � qTrqHjðx0; qÞ
� � !< 0:
Since w1ðtÞ < 0) t < 0 and b1ðx; x0Þ > 0, the above inequality implies
Xm
j¼1
b1j ðx; x0Þyj½hjðx0Þ þ Hjðx0; qÞ � qTrqHjðx0; qÞ� < 0:
Since b1j ðx; x0Þ ¼ 1;8j ¼ 1;2; . . . ;m,
Xm
j¼1
yj½hjðx0Þ þ Hjðx0; qÞ � qTrqHjðx0; qÞ� < 0:
This is a contradiction to (3.7). Hence we proved. h
4. Higher order multiobjective fractional duality
In this section, we have introduced higher order multiobjective fractional dual of (MFP) and established weak, strong andconverse duality theorems under generalized higher order ðF;a; b;q;r; dÞ-V-type I univex functions.
We consider the following higher order fractional dual for (MFP).
� (HMFD): Maximize v ¼ ðv1;v2; . . . ;vkÞ
Subject to
Xk
i¼1
ki½rfiðuÞ þ Biwi � v iðrgiðuÞ � CiziÞ� þXm
i¼1
yjrhjðuÞ þXk
i¼1
ki½rpðKiðu; pÞ � v iGiðu; pÞÞ� þXm
i¼1
yjrqHjðu; qÞ ¼ 0; ð4:1Þ
Xk
i¼1
kifiðuÞ þ uT Biwi � v iðgiðuÞ � uT CiziÞ þ Kiðu;pÞ � v iGiðu;pÞ�pTrpðKiðu;pÞ � v iGiðu;pÞÞ
( )P 0; ð4:2Þ
A.K. Tripathy / Applied Mathematics and Computation 247 (2014) 880–897 889
Xm
i¼1
yjðhjðuÞ þ Hjðu; qÞ � qTrqHjðu; qÞÞP 0; ð4:3Þ
wTi Biwi � 1; zT
i Cizi � 1; i ¼ 1;2; . . . ; k; ð4:4Þ
u P 0;v i P 0; i ¼ 1;2; . . . ; k; ð4:5Þ
y P 0; ki > 0; i ¼ 1;2; . . . ; k; ð4:6Þ
where K;G : X � Rn ! Rk;H : X � Rn ! Rm are continuously differentiable functions, and p 2 Rn; q 2 Rn;w ¼ ðw1;w2; . . . ;wkÞ;z ¼ ðz1; z2; . . . ; zkÞ;wi; zi 2 Rn.
Theorem 4.1 (Weak Duality). Let x and ðu;v ; k; y;w; z; p; qÞ be the feasible solution for (MFP) and (HMFD) respectively. If
(i) ðf ð:Þ þ ð:ÞT Bw� vðgð:Þ � ð:ÞT CzÞ;hð:ÞÞ is higher order ðF;a; b;q;r; dÞ-V-pseudo quasi type 1 univex function at u with respectto Kðu; pÞ � vGðu; pÞ and Hðu; qÞ
(ii) for any t 2 R;w0ðtÞP 0) t P 0 and t P 0) w1ðtÞP 0; b0ðx;uÞ > 0; b1ðx;uÞ > 0,(iii) b1
j ðx;uÞ ¼ 1;8j ¼ 1;2; . . . ;m, and(iv) q
a0ðx;uÞþ r
a1ðx;uÞP 0.
Then
f 1ðxÞþðxT B1xÞ12
g1ðxÞ�ðxT C1xÞ12; . . . ; f kðxÞþðxT BkxÞ
12
gkðxÞ�ðxT CkxÞ12
� �iðv1; . . . ;vkÞ:
Proof. Suppose that contradiction holds. That is
f 1ðxÞþðxT B1xÞ12
g1ðxÞ�ðxT C1xÞ12; . . . ; f kðxÞþðxT BkxÞ
12
gkðxÞ�ðxT CkxÞ12
� �6 ðv1; . . . ;vkÞ:
) fiðxÞþðxT BixÞ12
giðxÞ�ðxT CixÞ126 v i;8i ¼ 1;2; . . . ; k and f r ðxÞþðxT Br xÞ
12
grðxÞ�ðxT Cr xÞ12< v r , for some r 2 f1;2; . . . ; kg.
) fiðxÞ þ ðxT BixÞ12 � v iðgiðxÞ � ðxT CixÞ
12Þ � 0;8i ¼ 1;2; . . . ; k and.
f rðxÞ þ ðxT BrxÞ12 � v rðgrðxÞ � ðxT CrxÞ
12Þ < 0, for some r 2 f1;2; . . . ; kg.
Since ki > 0; b0i ðx;uÞ > 0; i ¼ 1;2; . . . ; k; we obtain
Xk
i¼1
b0i ðx;uÞki½fiðxÞ þ ðxT BixÞ
12 � v iðgiðxÞ � ðxT CixÞ
12Þ� < 0: ð4:7Þ
Now by Schwartz inequality and (4.4), we obtain
xT Biwi 6 ðxT BixÞ12; xT Cizi 6 ðxT CixÞ
12; i ¼ 1;2; . . . ; k:
So, (4.7) becomes
Xk
i¼1
b0i ðx;uÞki½fiðxÞ þ xT Biwi � v iðgiðxÞ � xT CiziÞ� < 0: ð4:8Þ
As ðu; v; k; y;w; z; p; qÞ is feasible solution for (HMFD), from (4.3) and hypothesis (ii) and (iii) we get
b1ðx;uÞw1ðXm
j¼1
b1j ðx;uÞyj½hjðuÞ þ Hjðu; qÞ � qTrqHjðu; qÞ�ÞP 0
)� b1ðx;uÞw1ðXm
j¼1
b1j ðx; uÞyj½hjðuÞ þ Hjðu; qÞ � qTrqHjðu; qÞ�Þ � 0;
which by the hypothesis (i) and the fact that a1ðx;uÞ > 0 implies
F x;u;Xm
j¼1
yj½rhjðuÞ þ rqHjðu; qÞ� !
6 � ra1ðx;uÞ
d2ðx;uÞ: ð4:9Þ
Now using feasibility condition (4.1) along with sub-linearity of F, we get
890 A.K. Tripathy / Applied Mathematics and Computation 247 (2014) 880–897
Fðx;u;Xk
i¼1
ki½rfiðuÞ þ Biwi � v iðrgiðuÞ � CiziÞ þ rpðKiðu; pÞ � v iGiðu; pÞÞ�Þ þ Fðx;u;Xm
j¼1
yj½rhjðuÞ þ rqHjðu; qÞ�Þ
P F x;u;
Xk
i¼1
ki½rfiðuÞ þ Biwi � v iðrgiðuÞ � CiziÞ
þXk
i¼1
kirpðKiðu;pÞ � v iGiðu;pÞÞ�
þXm
j¼1
yj½rhjðuÞ þ rqHjðu; qÞ�
0BBBBBBBBBBB@
1CCCCCCCCCCCA
0BBBBBBBBBBB@
1CCCCCCCCCCCA¼ Fðx;u; 0Þ ¼ 0:
) Fðx;u;Xk
i¼1
ki½rfiðuÞ þ Biwi � v iðrgiðuÞ � CiziÞ þ rpðKiðu;pÞ � v iGiðu;pÞÞ�Þ
P �Fðx;u;Xm
j¼1
yj½rhjðuÞ þ rqHjðu; qÞ�Þ
Pr
a1ðx;uÞd2ðx;uÞ ðusing ð4:9ÞÞ
P � qa0ðx;uÞ
d2ðx;uÞ: ðusing hypothesis ðivÞÞ
Since a0ðx;uÞ > 0, we get
F x;u;Xk
i¼1
ki rfiðuÞ þ Biwi � v iðrgiðuÞ � CiziÞ þ rpðKiðu;pÞ � v iGiðu;pÞÞ� � !
P �qd2ðx;uÞ:
Using hypothesis (i), the above inequality gives
b0ðx;uÞw0Pk
i¼1b0i ðx; uÞki
fiðxÞ þ xT Biwi � v iðgiðxÞ � xT CiziÞ�ðfiðuÞ þ uT Biwi � v iðgiðuÞ � uT CiziÞÞ�ðKiðu; pÞ � v iGiðu; pÞÞþpTrpðKiðu;pÞ � v iGiðu;pÞÞ
0BBB@
1CCCA
0BBB@
1CCCAP 0:
Since w0ðtÞP 0) t P 0; b0ðx;uÞ > 0 and feasibility condition (4.2) holds, we have
Xk
i¼1
b0i ðx;uÞki½fiðxÞ þ xT Biwi � v iðgiðxÞ � xT CiziÞ�P 0:
� �
This is a contradiction to (4.8). So f 1ðxÞþðxT B1xÞ12
g1ðxÞ�ðxT C1xÞ12; . . . ; f kðxÞþðxT BkxÞ
12
gkðxÞ�ðxT CkxÞ12
iðv1; . . . ;vkÞ. h
Theorem 4.2 (Weak Duality). Let x and ðu;v ; k; y;w; z; p; qÞ be the feasible solution for ðMFPÞ and ðHMFDÞ respectively. If
(i) ðf ð:Þ þ ð:ÞT Bw� vðgð:Þ � ð:ÞT CzÞ; hð:ÞÞ is higher order ðF;a; b;q;r; dÞ-V-quasi strictly pseudo type I univex function at u withrespect to Kðu; pÞ � vGðu; pÞ and Hðu; qÞ
(ii) for any t 2 R; t 6 0) w0ðtÞ � 0 and w1ðtÞ < 0) t < 0; b0ðx;uÞ > 0; b1ðx;uÞ > 0,(iii) b1
j ðx;uÞ ¼ 1;8j ¼ 1;2; . . . ;m, and(iv) q
a0ðx;uÞþ r
a1ðx;uÞP 0.
Then
f 1ðxÞþðxT B1xÞ12
g1ðxÞ�ðxT C1xÞ12; . . . ; f kðxÞþðxT BkxÞ
12
gkðxÞ�ðxT CkxÞ12
� �iðv1; . . . ;vkÞ:
Proof. Suppose that contradiction holds. That is
f 1ðxÞþðxT B1xÞ12
g1ðxÞ�ðxT C1xÞ12; . . . ; f kðxÞþðxT BkxÞ
12
gkðxÞ�ðxT CkxÞ12
� �6 ðv1; . . . ;vkÞ:
) fiðxÞþðxT BixÞ12
giðxÞ�ðxT CixÞ126 v i;8i ¼ 1;2; . . . ; k and f r ðxÞþðxT Br xÞ
12
grðxÞ�ðxT Cr xÞ12< v r , for some r 2 f1;2; . . . ; kg.
A.K. Tripathy / Applied Mathematics and Computation 247 (2014) 880–897 891
) fiðxÞ þ ðxT BixÞ12 � v iðgiðxÞ � ðxT CixÞ
12Þ � 0;8i ¼ 1;2; . . . ; k and.
f rðxÞ þ ðxT BrxÞ12 � v rðgrðxÞ � ðxT CrxÞ
12Þ < 0, for some r 2 f1;2; . . . ; kg.
Since ki > 0; b0i ðx;uÞ > 0; i ¼ 1;2; . . . ; k; we obtain
Xk
i¼1
b0i ðx;uÞki½fiðxÞ þ ðxT BixÞ
12 � v iðgiðxÞ � ðxT CixÞ
12Þ� < 0: ð4:10Þ
Now by Schwartz inequality and (4.4), we obtain
xT Biwi 6 ðxT BixÞ12; xT Cizi 6 ðxT CixÞ
12; i ¼ 1;2; . . . ; k:
So, (4.10) becomes
Xk
i¼1
b0i ðx;uÞki½fiðxÞ þ xT Biwi � v iðgiðxÞ � xT CiziÞ� < 0: ð4:11Þ
Subtracting (4.2) from (4.11), we get
Xk
i¼1
b0i ðx;uÞki
fiðxÞ þ xT Biwi � v iðgiðxÞ � xT CiziÞ�ðfiðuÞ þ uT Biwi � v iðgiðuÞ � uT CiziÞÞ�ðKiðu;pÞ � v iGiðu;pÞÞ þ pTrpðKiðu;pÞ � v iGiðu;pÞÞ
0B@
1CA < 0:
Using hypothesis (ii), we get
b0ðx;uÞw0Pk
i¼1b0i ðx;uÞki
fiðxÞ þ xT Biwi � v iðgiðxÞ � xT CiziÞ�ðfiðuÞ þ uT Biwi � v iðgiðuÞ � uT CiziÞÞ�ðKiðu; pÞ � v iGiðu;pÞÞþpTrpðKiðu; pÞ � v iGiðu; pÞÞ
0BBB@
1CCCA
0BBB@
1CCCA � 0:
So by hypothesis (i) with the fact a0ðx;uÞ > 0, we get
F x;u;
Pki¼1ki½rfiðuÞ þ Biwi � v iðrgiðuÞ � CiziÞ
þXk
i¼1
kirpðKiðu; pÞ � v iGiðu; pÞÞ
0BB@
1CCA
0BB@
1CCA 6 � q
a0ðx;uÞd2ðx;uÞ: ð4:13Þ
Now using feasibility condition (4.1) along with sub-linearity of F, we get
F x;u;Xk
i¼1
ki rfiðuÞ þ Biwi � v iðrgiðuÞ � CiziÞ þ rpðKiðu; pÞ � v iGiðu; pÞÞ� � !
þ F x;u;Xm
j¼1
yj½rhjðuÞ þ rqHjðu; qÞ� !
P F x;u;
Pki¼1ki½rfiðuÞ þ Biwi � v iðrgiðuÞ � CiziÞ
þXk
i¼1
kirpðKiðu;pÞ � v iGiðu;pÞÞ
þXm
j¼1
yj½rhjðuÞ þ rqHjðu; qÞ�
0BBBBBBB@
1CCCCCCCA
0BBBBBBB@
1CCCCCCCA¼ Fðx;u; 0Þ ¼ 0:
) F x;u;Xm
j¼1
yj½rhjðuÞ þ rqHjðu; qÞ� !
P �F x;u;Xk
i¼1
ki rfiðuÞ þ Biwi � v iðrgiðuÞ � CiziÞ þ rpðKiðu; pÞ � v iGiðu; pÞÞ� � !
Pq
a0ðx;uÞd2ðx;uÞ ðusing ð4:13ÞÞ
P � ra1ðx;uÞ
d2ðx;uÞ ðusing hypothesisðivÞÞ:
Since a1ðx;uÞ > 0, we get
F x;u;Xm
j¼1
yi½rhjðuÞ þ rqðHjðu; qÞÞ� !
P �rd2ðx; uÞ;
892 A.K. Tripathy / Applied Mathematics and Computation 247 (2014) 880–897
which by hypothesis (i) gives
� b1ðx;uÞw1
Xk
j¼1
b1j ðx; uÞyj½hjðuÞ þ Hjðu; qÞ � qTrqHjðu; qÞ�
!> 0
) b1ðx;uÞw1
Xk
j¼1
b1j ðx; uÞyj½hjðuÞ þ Hjðu; qÞ � qTrqHjðu; qÞ�
!< 0
) b1ðx;uÞw1ðXk
j¼1
yj½hjðuÞ þ Hjðu; qÞ � qTrqHjðu; qÞ�Þ < 0: ðusing hypothesis ðiiiÞÞ
So by hypothesis (ii), we getPk
j¼1yj½hjðuÞ þ Hjðu; qÞ � qTrqHjðu; qÞ�Þ < 0.This is a contradiction to the feasibility condition (4.3). Hence we proved. h
Theorem 4.3 (Strong Duality). Let x be an efficient solution of (MFP) at which a constraint qualification [27,34] is satisfied and
Kiðx;0Þ ¼ 0; rpKiðx;0Þ ¼ rfiðxÞ þ Biwi; rpKiðx;0Þ ¼ rgiðxÞ � Cizi;
Giðx;0Þ ¼ 0; Hjðx; 0Þ ¼ 0;rqHjðx; 0Þ ¼ rhjðxÞ; i ¼ 1;2; . . . ; k; j ¼ 1;2; . . . ;m:
ð4:13Þ
Then there exist k 2 Rk; y 2 Rm;wi; zi 2 Rn; i ¼ 1;2; . . . ; k such that ðx;w; z;v ; k; y; p ¼ 0; q ¼ 0Þ is a feasible solution of ðHMFDÞ.Further, if the conditions of weak duality Theorem 4.1 or Theorem 4.2 are satisfied for each feasible solution of ðMFPÞ and ðHMFDÞ,then ðx;w; z;v; k; y; p ¼ 0; q ¼ 0Þ is an efficient solution of ðHMFDÞ and the corresponding value of objective functions are equal.
Proof. Since x be an efficient solution of (MFD) at which a constraint qualification [27,34] is satisfied, then by Theorem 3.1,there exist k 2 Rk; y 2 Rm;wi; zi 2 Rn; i ¼ 1;2; ::; k such that
Xk
i¼1kir
fiðxÞ þ xT Biwi
giðxÞ � xT Cizi
� �þXm
j¼1
yjrhjðxÞ ¼ 0; ð4:14Þ
Xm
j¼1
yjhjðxÞ ¼ 0; ð4:15Þ
ðxT BixÞ12 ¼ xT Biwi; ðxT CixÞ
12 ¼ xT Cizi; i ¼ 1;2; . . . ; k; ð4:16Þ
wTi Biwi 6 1; zT
i Cizi 6 1; i ¼ 1;2; . . . ; k; ð4:17Þk > 0; yj P 0; j ¼ 1;2; . . . ;m: ð4:18Þ
Eq. (4.15) can be written as
Xk
i¼1
fgiðxÞ�xT Cizigr½fiðxÞþxT Biwi ��ffiðxÞþxT Biwigr giðxÞ�xT Cizi½ �ðgiðxÞ�xT CiziÞ
2
� �þXm
j¼1
yjrhjðxÞ ¼ 0
)Xk
i¼1
ki
giðxÞ � xT Cizi
� �r½fiðxÞ þ xT Biwi� � fiðxÞþxT Biwi
giðxÞ�xT Cizi
r½giðxÞ � xT Cizi�
n oþXm
j¼1
yjrhjðxÞ ¼ 0: ð4:19Þ
Since ki > 0; yj P 0; giðxÞ � xT Cizi > 0, let
ki
giðxÞ � xT Cizi¼ k̂i;
fiðxÞ þ xT Biwi
giðxÞ � xT Cizi¼ v i; i ¼ 1;2; . . . ; k: ð4:20Þ
Clearly
k̂i > 0; i ¼ 1;2; . . . ; k: ð4:21Þ
Thus using (4.20) in (4.19), we obtain
Xk
i¼1
k̂iðr½fiðxÞ þ xT Biwi� � v ir½giðxÞ � xT Cizi�Þ þXm
j¼1
yjrhjðxÞ ¼ 0: ð4:22Þ
Again fiðxÞþxT BiwigiðxÞ�xT Cizi
¼ v i
) fiðxÞ þ xT Biwi � v iðgiðxÞ � xT CiziÞ ¼ 0; i ¼ 1;2; . . . ; k
)Xk
i¼1
k̂i½fiðxÞ þ xT Biwi � v iðgiðxÞ � xT CiziÞ� ¼ 0: ð4:23Þ
A.K. Tripathy / Applied Mathematics and Computation 247 (2014) 880–897 893
So the relation (4.15)–(4.17), (4.18), (4.21)–(4.23) along with (4.13) imply that ðx;w; z;v ; k; y; p ¼ 0; q ¼ 0Þ is feasible for(HMFD) and the corresponding value of objective functions are equal. The proof of the remaining part follows from the weakduality Theorem 4.1 and Theorem 4.2.
Theorem 4.4 (Strict Converse Duality). Let x and ðu;v ; k; y;w; z; p ¼ 0; q ¼ 0Þ be the feasible solution for (MFP) and (HMFD)respectively. If
(i) ðf ð:Þ þ ð:ÞT Bw� vðgð:Þ � ð:ÞT CzÞ;hð:ÞÞ is higher order ðF;a; b;q;r; dÞ-V- strictly pseudo quasi type I univex function at uwith respect to Kðu; pÞ � vGðu; pÞ and Hðu; qÞ,
(ii) for any t 2 R;w0ðtÞ > 0) t > 0 and t P 0) w1ðtÞP 0; b0ðx;uÞ > 0; b1ðx;uÞ > 0,(iii) b1
j ðx;uÞ ¼ 1;8j ¼ 1;2; . . . ;m, and(iv) q
a0ðx;uÞþ r
a1ðx;uÞP 0.
Then x ¼ u.
5. Computational work
Example 5.1.
Let X # Rþ and f ¼ ðf 1; f 2Þ : X ! R2; g ¼ ðg1; g2Þ : X ! R2;
h ¼ ðh1; h2Þ : X ! R2 defined by f 1ðxÞ ¼ x4 þ x3 þ 1; f 2ðxÞ ¼ x3 þ 2xþ 3;
g1ðxÞ ¼ x2 þ 1; g2ðxÞ ¼ xþ 1; h1ðxÞ ¼ �x; h2ðxÞ ¼ �x2 þ 1: Also; let B1 ¼ B2 ¼ C1 ¼ C2 ¼ 0:
Then the nondifferentiable multiobjective fractional programming problem (MFP) considered in Section 3 becomes:
� (MFP) Minimizef ðxÞ ¼ x4 þ x3 þ 1
2 ;x3 þ 2xþ 3
� �ð5:1Þ
gðxÞ x þ 1 xþ 2
Subject to h1ðxÞ ¼ �x 6 0;h2ðxÞ ¼ �x2 þ 1 6 0; ð5:2Þx 2 X: ð5:3Þ
Here the feasible region is X0 ¼ fxjx P 1g. Clearly the minimum value of the objective functions is ð1:5;2Þ.
To find the corresponding higher order dual, let K ¼ ðK1;K2Þ : X � R! R2,G ¼ ðG1;G2Þ : X � R! R2;H ¼ ðH1;H2Þ : X � R! R2 defined by K1ðu; pÞ ¼ 2pðuþ 1Þ2;K2ðu; pÞ ¼ �6pðu3 þ 1Þ;G1ðu; pÞ ¼
pðuþ 1Þ;G2ðu; pÞ ¼ pðuþ 1Þ,H1ðu; qÞ ¼ qðuþ 1Þ;H2ðu; qÞ ¼ 2qðuþ 1Þ.Then our proposed dual reduces to.
� (HMFD):
Maximize v ¼ ðv1;v2ÞSubject to
k1ð4u3 þ 3u2 � 2v1uÞ þ k2ð3u2 þ 2� v2Þ þ k1½2ðuþ 1Þ2 � v1ðuþ 1Þ� þ k2½�6ðu3 þ 1Þ � v2ðuþ 1Þ�� y1 � 2y2uþ y1ðuþ 1Þ þ 2y2ðuþ 1Þ ¼ 0; ð5:4Þ
k1½ðu4 þ u3 þ 1Þ � v1ðu2 þ 1Þ� þ k2½ðu3 þ 2uþ 3Þ � v2ðuþ 2Þ�P 0; ð5:5Þ� y1u� y2ðu2 � 1ÞP 0; ð5:6Þ
u P 0; v1 P 0; v2 P 0; k1 > 0; k2 > 0; y1 P 0; y2 P 0: ð5:7Þ
Clearly ðu ¼ 12 ;v1 ¼ 1
2 ;v2 ¼ 2624 ; k1 ¼ 1
2 ; k2 ¼ 12 ; y1 ¼ 1
2 ; y2 ¼ 12Þ is a feasible solution of (HMFD). The value of the objective func-
tions of (HMFD) is v ¼ ðv1 ¼ 12 ;v2 ¼ 26
24Þ.So, for any x 2 X0;
f ðxÞgðxÞiv ¼ 1
2 ;2624
� �.
Now, let F : X � X � R! R defined by Fðx;u; aÞ ¼ jajðx2 þ u2Þ. Clearly F satisfies the properties in Definition 2.4.
Now from (5.6) and taking b1 ¼ 4;w1ðtÞ ¼ 2t;a1ðx;uÞ ¼ 45 ; b
11ðx;uÞ ¼ b1
2ðx;uÞ ¼ 1;r ¼ �2; dðx;uÞ ¼ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffix2 þ u2p
, we see that fory1 ¼ 1
2 ; y2 ¼ 12 ; q1; q2 2 R at u ¼ 1
2
894 A.K. Tripathy / Applied Mathematics and Computation 247 (2014) 880–897
�b1ðx;uÞw1
X2
j¼1
b1j ðx; uÞyj½hjðuÞ þ Hjðu; qÞ � qTrqHjðu; qÞ�
!¼ �1 < 0
) Fðx;u;a1ðx;uÞX2
j¼1
yj½rhjðuÞ þ rqHjðu; qÞ�Þ ¼ ðx2 þ u2Þ 5a1ðx;uÞ4
þ r� �
6 0:
Again, let a ¼ a0ðx;uÞðP2
i¼1ki½rfiðuÞ � v irgiðuÞ þ rpðKiðu; pÞ � v iGiðu; pÞÞ�Þ.For b0 ¼ 2;w0ðtÞ ¼ t;a0ðx;uÞ > 0; b0
1ðx;uÞ ¼ b02ðx;uÞ ¼ 1;q ¼ 2; dðx;uÞ ¼
ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffix2 þ u2p
, we see that for v1 ¼ 12 ;v2 ¼ 26
24 ; k1 ¼ 12 ;
k2 ¼ 12 ; y1 ¼ 1
2 ; y2 ¼ 12 ; p1; p2 2 R at u ¼ 1
2
Fðx;u; aÞ þ qd2ðx; uÞ ¼ jajðx2 þ u2Þ þ qðx2 þ u2Þ ¼ ðx2 þ u2Þ 3a0ðx;uÞ4
þ q� �
P 0
) b0ðx;uÞw0
P2i¼1b
0i ðx;uÞkiðfiðxÞ � v igiðxÞÞ
�X2
i¼1
b0i ðx;uÞkiðfiðuÞ � v igiðuÞ
�X2
i¼1
b0i ðx;uÞkiðKiðu;pÞ � v iGiðu;pÞÞ
þX2
i¼1
b0i ðx;uÞkiðpTrpðKiðu;pÞ � v iGiðu;pÞÞÞ
0BBBBBBBBBBBBB@
1CCCCCCCCCCCCCA:
¼ 212
x4 þ 2x3 þ 3x2� x2
2
� �� 63
32
� �P 0; 8x 2 X0:
So ðf ð:Þ � vgð:Þ;hð:ÞÞ is higher order ðF;a; b;q;r; dÞ-V-pseudo quasi type I univex function at u ¼ 12 with respect to
Kðu; pÞ � vGðu; pÞ and Hðu; qÞ along with the conditions (ii), (iii) and (iv) in Theorem 4.1. Hence the weak duality Theorem 4.1holds good.
Again we can see that at x ¼ 1 and ðu ¼ 1;v1 ¼ 1:5;v2 ¼ 2; k1 ¼ k2 ¼ 12 ; y1 ¼ 0; y2 ¼ 1Þ is a feasible solution of (MFP) and
(HMFD) respectable and x ¼ u.Also, (i) f ðxÞ
gðxÞ ¼ ð1:5;2Þ ¼ v ,(ii) ðf ð:Þ � vgð:Þ;hð:ÞÞ is higher order ðF;a; b;q;r; dÞ-V-strictly pseudo quasi type I univex function at u ¼ 1 with respect to
Kðu; pÞ � vGðu; pÞ and Hðu; qÞ along with the conditions (ii), (iii) and (iv) in Theorem 4.4 and for v1 ¼ 1:5;v2 ¼ 2; k1 ¼ 1
2 ; k2 ¼ 12 ; y1 ¼ 0; y2 ¼ 1; p ¼ 0 and b0 ¼ 1 ¼ b2;w0ðtÞ ¼ w1ðtÞ ¼ t;a0ðx;uÞ ¼ 1;a1ðx;uÞ ¼ 1
2 ; b01ðx;uÞ ¼ b0
2ðx;uÞ ¼b1
1ðx;uÞ ¼ b12ðx;uÞ ¼ 1;q ¼ 2;r ¼ � 3
2 ; dðx;uÞ ¼ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffix2 þ u2p
. Hence Theorem 4.4 (Strictly Converse Duality) holds good.
Example 5.2.
Let X # R2þ; x ¼ ðx1; x2Þ 2 X and f ¼ ðf 1; f 2Þ : X ! R2; g ¼ ðg1; g2Þ : X ! R2;
h ¼ ðh1;h2Þ : X ! R2 defined by f 1ðxÞ ¼ x21 þ x2
2 þ 1; f 2ðxÞ ¼ x21 þ x1x2 þ 3;
g1ðxÞ ¼ x21 þ x2 þ 1; g2ðxÞ ¼ x1 þ x2 þ 2; h1ðxÞ ¼ �x1 � x2 þ 1; h2ðxÞ ¼ �x2
1 þ x2 þ 1:� �
Also, let B1 ¼ B2 ¼ C1 ¼ C2 ¼1 00 1 .
Then the nondifferentiable multiobjective fractional programming problem (MFP) considered in Section 3 becomes:
� ðMFPÞ Minimize f ðxÞþðxT BxÞ121 ¼
x21þx2
2þ1þffiffiffiffiffiffiffiffiffix2
1þx22
p2
ffiffiffiffiffiffiffiffiffi2 2
p ;x2
1þx1x2þ3þffiffiffiffiffiffiffiffiffix2
1þx22
pffiffiffiffiffiffiffiffiffi2 2
p� �
gðxÞ�ðxT CxÞ2 x1þx2þ1� x
1þx
2x1þx2þ2� x
1þx
2 ð5:8Þ
Subject to h1ðxÞ ¼ �x1 � x2 þ 1 6 0;h2ðxÞ ¼ �x21 þ x2 þ 1 6 0; ð5:9Þ
x 2 X: ð5:10Þ
Here the feasible solution is X0 ¼ fðx1; x2Þjx1 P 1; x2 6 x21 � 1g.
Clearly the minimum value of the first objective functions tends to 1 as x!1 and minimum value of second objectivefunction is 2.5 at x ¼ ð1;0Þ.
To find the corresponding higher order dual, let K ¼ ðK1;K2Þ : X � R! R2,G ¼ ðG1;G2Þ : X � R! R2;H ¼ ðH1;H2Þ : X � R! R2 defined by.
A.K. Tripathy / Applied Mathematics and Computation 247 (2014) 880–897 895
K1ðu; pÞ ¼ ðp1 þ p2Þðu21 � u2 � 1Þ; K2ðu; pÞ ¼ 2ðp1 þ p2Þðu1 þ u2
2 þ 12Þ;
G1ðu; pÞ ¼ ðp1 þ p2Þðu1 þ u2 þ 1Þ; G2ðu; pÞ ¼ ðp1 þ p2Þðu1 þ u2 þ 1Þ,H1ðu; qÞ ¼ ðq1 þ q2Þðu1 � u2 þ 1Þ; H2ðu; qÞ ¼ ðq1 þ q2Þðu1 þ u2 þ 1Þ. Also, let w1 ¼ w2 ¼
w0
w00
� �, z1 ¼ z2 ¼
z0
z00
� �,
Then our proposed dual reduces to.
� (HMFD):
Maximize v ¼ ðv1;v2ÞSubject to
k1ð2u1 þw0 � 2v1u1 þ v1z0 þ u21 � u2 � 1� v1u1 � v1u2 � v1Þ þ k2ð2u1 þ u2 þw0 � v2 þ v2z0 þ 2u1 þ 2u2
2
þ 1� v2u1 � v2u2 � v2Þ þ y1ðu1 � u2Þ þ y2ð�u1 þ u2 þ 1Þ ¼ 0; ð5:11Þ
k1ð2u2 þw00 � v1 þ v1z00 þ u21 � u2 � 1� v1u1 � v1u2 � v1Þ þ k2ðu1 þw00 � v2 þ v2z00 þ 2u1 þ 2u2
2 þ 1� v2u1 � v2u2 � v2Þ þ y1ðu1 � u2Þ þ y2ðu1 þ u2 þ 2Þ ¼ 0; ð5:12Þ
k1½u21 þ u2
2 þ 1þ u1w0 þ u2w00 � v1ðu21 þ 1� u1z0 � u2z00Þ� þ k2½u2
1 þ u1u2 þ 3þ u1w0 þ u2w00
� v2ðu22 þ 2� u1z0 � u2z00Þ�P 0; ð5:13Þ
y1ð�u1 � u2 þ 1Þ þ y2ð�u21 þ u2 þ 1ÞP 0; ð5:14Þ
ðw0Þ2 þ ðw00Þ2 6 1; ðz0Þ2 þ ðz00Þ2 6 1; ð5:15Þu P 0; v1 P 0; v2 P 0; k1 > 0; k2 > 0; y1 P 0; y2 P 0: ð5:16Þ
From the dual constraints (5.11) to (5.16) we observed that ðu1 ¼ 0;u2 ¼ 1;v1 ¼ 1;v2 ¼ 35 ; k1 ¼ 1
2 ; k2 ¼ 12 ; y1 ¼ 2
3 ; y2 ¼ 13 ;
w0 ¼ 12 ;w
00 ¼ 12 ; z
0 ¼ 12 ; z
00 ¼ 12 ; p1; p2; q1; q2 2 RÞ is a feasible solution of (HMFD) and the value of the objective functions of
(HMFD) is v ¼ ðv1 ¼ 1; v2 ¼ 35Þ.
From the above discussion, we observe that for any x 2 X0,
f ðxÞ þ ðxT BxÞ12
gðxÞ � ðxT CxÞ12iv ¼ 1;
23
� �:
Now, let F : X � X � R2 ! R defined by Fðx;u; aÞ ¼ jajððx1 � u1Þ2 þ ðx2 � u2Þ2Þ. Clearly F satisfies the properties in Definition 2.4.
Now from (5.13) and taking b1 ¼ 2;w1ðtÞ ¼ t;a1ðx; uÞ ¼ 9; b11ðx;uÞ ¼ b1
2ðx;uÞ ¼ 1;r ¼ �2; dðx; uÞ ¼ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiðx1 � u1Þ2 þ ðx2 � u2Þ2
q,
we see that for y1 ¼ 12 ; y2 ¼ 1
2 ; q1; q2 2 R at u ¼ 12
�b1ðx;uÞw1
X2
j¼1
b1j ðx;uÞyj½hjðuÞ þ Hjðu; qÞ � qTrqHjðu; qÞ�
!¼ �8
3< 0) Fðx;u;a1ðx;uÞ
X2
j¼1
yj½rhjðuÞ þ rqHjðu; qÞ�Þ
¼ ðx21 þ ðx2 � 1Þ2Þð1þ rÞ < 0:
Again, leta ¼ a0ðx;uÞ
P2i¼1ki½rfiðuÞ þ Biwi � v iðrgiðuÞ � CiziÞ þ rpðKiðu; pÞ � v iGiðu; pÞÞ�
.
For b0 ¼ 2;w0ðtÞ ¼ t;a0ðx;uÞ > 0; b01ðx;uÞ ¼ b0
2ðx; uÞ ¼ 1;q ¼ 2; dðx;uÞ ¼ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiðx1 � u1Þ2 þ ðx2 � u2Þ2
q, we see that for
v1 ¼ 1; ;v2 ¼ 35 ; k1 ¼ 1
2 ; k2 ¼ 12 ; y1 ¼ 2
3 ; y2 ¼ 13 ;w
0 ¼ 12 ;w
00 ¼ 12 ; z
0 ¼ 12 ; z
00 ¼ 12 ; p1; p2 2 R at u ¼ ð0;1Þ
Fðx;u; aÞ þ qd2ðx;uÞ ¼ ðx21 þ ðx2 � 1Þ2Þ 9a0ðx; uÞ
100þ q
� �P 0) b0ðx;uÞw0P2
i¼1b0i ðx;uÞkiðfiðxÞ þ xT Biwi � v iðgiðxÞ � xT CiziÞ
�X2
i¼1
b0i ðx;uÞkiðfiðuÞ þ uT Biwi � v iðgiðuÞ � uT CiziÞÞ
�X2
i¼1
b0i ðx;uÞkiðKiðu;pÞ � v iGiðu;pÞÞ
þX2
i¼1
b0i ðx;uÞkiðpTrpðKiðu;pÞ � v iGiðu;pÞÞÞ
0BBBBBBBBBBBBB@
1CCCCCCCCCCCCCA:
¼ 12
x21 þ
25
x22 þ x1x2 þ
3310
x1 þ3310
x2 þ245
� �� 2 P 0; 8x 2 X0:
896 A.K. Tripathy / Applied Mathematics and Computation 247 (2014) 880–897
So ðf ð:Þ þ ð:ÞT Bw� vðgð:Þ � ð:ÞT CzÞ;hð:ÞÞ is higher order ðF;a; b;q;r; dÞ-V-pseudo quasi type I univex function at u ¼ ð0;1Þwithrespect to Kðu; pÞ � vGðu; pÞ and Hðu; qÞ along with the conditions (ii), (iii) and (iv) in Theorem 4.1. Hence the weak dualityTheorem 4.1 holds good.
6. Conclusions
In this paper, a new generalized class of higher order ðF;a; b;q;r; dÞ-V-type I univex function is introduced with someexamples for a differentiable multiobjective programming (MP). The KKT necessary and sufficient conditions for efficientsolution for (MFP) are established for nondifferentiable multiobjective fractional programming problem (MFP) under gener-alized higher order ðF;a; b;q;r; dÞ-V-type I univex functions. Again, higher order dual program is proposed for (MFP) and theduality results are established under generalized of higher order ðF;a; b;q;r; dÞ-V-type I univex functions. Some computa-tional work has been done to substantiate the analysis. The results developed in this paper can be further extended to higherorder minimax mixed fractional programming.
Acknowledgements
The author is thankful to the referees for their valuable suggestions for the improvement of the paper.
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