A DUALITY THEOREM FOR A NONDIFFERENTIABLE FRACTIONAL PROGRAMMING PROBLEM.

A fractional analogue of Sinha's problem [8] is considered and duality theory is developed for it. This duality subsumes duality results of Chadha [3] and Sinha [8], and gives a dual to the minimum risk problem of stochastic programming studied by Bergthaller [1]. [ABSTRACT FROM AUTHOR]