Scholarlink

<p>The article presents a study on a semi-infinite variational problem with a Caputo-Fabrizio fractional derivative. In this work, we focus on formulating a Wolfe type dual model for the considered semi-infinite variational problem. Thereafter, we establish weak, strong, and strict converse duality results between the primal and dual models under convexity assumptions. Furthermore, a numerical example and the proposed algorithm strengthen the established results. Additionally, a portfolio management case study is provided to illustrate the benefits of the Wolfe type dual model and the associated duality results.</p>

错误：搜索内容不能为空，请输入英文关键词
错误：关键词超出字数限制，请精简
高级检索

Wolfe Type Duality for a Semi-Infinite Variational Problem Involving Caputo-Fabrizio Fractional Derivative

  • 期刊论文

  • 发表日期：

    2026年6月16日

查看全文
  • Anurag Jayswal,
  • Gaurav Uniyal

摘要

The article presents a study on a semi-infinite variational problem with a Caputo-Fabrizio fractional derivative. In this work, we focus on formulating a Wolfe type dual model for the considered semi-infinite variational problem. Thereafter, we establish weak, strong, and strict converse duality results between the primal and dual models under convexity assumptions. Furthermore, a numerical example and the proposed algorithm strengthen the established results. Additionally, a portfolio management case study is provided to illustrate the benefits of the Wolfe type dual model and the associated duality results.