Saddle-Point Type Optimality Criteria, Duality and a New Approach for Solving Nonsmooth Fractional Continious-Time Programming Problems

Abstract

In this paper, fractional continuous-time programming problems with inequality phase constraints are considered. Optimality conditions and duality results under a certain regularity condition are derived. All functions are assumed to be nondifferentiable. These results improve and generalize a number of existing results in the area of fractional continuous-time programming. We provide a practical example to illustrate our results.