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ON SUFFICIENCY AND DUALITY FOR FRACTIONAL ROBUST OPTIMIZATION PROBLEMS INVOLVING (V, ρ)-INVEX FUNCTION

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In this paper, we prove a sufficient optimality theorems for the problem (FP) under (V,ρ)-invexity assumption. And we give Mond-Weir type dual problem and proved weak and strong duality theorem under (V, ρ)-invexity.

Abstract

In this paper, we prove a sufficient optimality theorems for the problem (FP) under (V,ρ)-invexity assumption. And we give Mond-Weir type dual problem and proved weak and strong duality theorem under (V, ρ)-invexity.

참고문헌 (7)

  1. D. Bertsimas, "Constructing uncertainty sets for robust linear optimization", Oper. Res., 57, pp.1483~1495 (2009)
  2. A. Ben-Tal, "Robust-optimization-methodology and applications", Math. Program., Ser B, 92, pp.453~480 (2002)
  3. D. Bertsimas, "Robust linear optimization under general norms", Oper. Res. Lett., 32, pp.510~516 (2004)
  4. V. Jeyakumar, "Robust duality for generalized convex programming problems under data uncertainty", Nonlinear Anal., 75, pp.1362~1373 (2012)
  5. 김문희, "Robust duality for generalized invex programming problems", 대한수학회논문집, 28(2), pp.419~423 (2013), 대한수학회
  6. 김문희, "Optimality Conditions and Duality in Fractional Robust Optimization Problems", East Asian Mathematical Journal, 31(3), pp.345~349 (2015), 영남수학회[DOI]
  7. H. Kuk, "Nonsmooth multiobjective programs with (V, ρ)-invexity", Indian Journal of Pure and Applied Mathematics, 29, pp.405~412 (1998)

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