Duality in disjunctive programming via vector optimization
Mathematical Programming: Series A and B
Disjunctive programming: properties of the convex hull of feasible points
Discrete Applied Mathematics
Generalized Convex Disjunctive Programming: Nonlinear Convex Hull Relaxation
Computational Optimization and Applications
Mathematical and Computer Modelling: An International Journal
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This paper is concerned with the study of necessary and sufficient optimality conditions for convex-concave fractional disjunctive programming problems for which the decision set is the union of a family of convex sets. The Lagrangian function for such problems is defined and the Kuhn-Tucker saddle and stationary points are characterized. In addition, some important theorems related to the Kuhn-Tucker problem for saddle and stationary points are established. Moreover, a general dual problem is formulated, and weak, strong and converse duality theorems are proved. Throughout the presented paper illustrative examples are given to clarify and implement the developed theory.