Cr. Bector et al., DUALITY FOR A CLASS OF MINMAX AND INEXACT PROGRAMMING PROBLEM, Journal of mathematical analysis and applications, 186(3), 1994, pp. 735-746
Tanimoto type duality results are presented for a class of minmax prog
ramming problems by employing minmax theorems of Game Theory which are
more general than the celebrated theorem of von Neumann. This, in tur
n, enables one to costruct a Mond-Weir type dual and thereby weaken th
e convexity requirements on the objective and the constraint functions
. Applications of this duality to a class of inexact programming probl
ems are also presented. (C) 1994 Academic Press, Inc.