Charnes and Cooper reduce a linear fractional program to a linear program with help of a suitable transformation of variables. We show that this transformation and a certain generalization of it preserve pseudoconvexity of an arbitrary once differentiable function. Applications to various nonlinear ratios are given. Also the pseudomonotonicity of certain maps involving the transformation is studied.
Pseudoconvexity, pseudomonotonicity and the generalized Charnes-Cooper transformation
CAMBINI, ALBERTO;MARTEIN, LAURA;
2005-01-01
Abstract
Charnes and Cooper reduce a linear fractional program to a linear program with help of a suitable transformation of variables. We show that this transformation and a certain generalization of it preserve pseudoconvexity of an arbitrary once differentiable function. Applications to various nonlinear ratios are given. Also the pseudomonotonicity of certain maps involving the transformation is studied.File in questo prodotto:
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