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On Optimality and Duality for Generalized Fractional Robust Optimization Problems

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In this paper, we consider a generalized fractional robust optimization problem (FP). Establishing a nonfractional optimization problem (NFP) equivalent to (FP),we establish necessary optimality conditions and duality results.

Abstract

In this paper, we consider a generalized fractional robust optimization problem (FP). Establishing a nonfractional optimization problem (NFP) equivalent to (FP),we establish necessary optimality conditions and duality results.

참고문헌 (10)

  1. D. Bertsimas, "Constructing uncertainty sets for robust linear optimization", Opera. 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. A. Ben-Tal, "A selected topics in robust convex optimization", Math. Program., Ser B, 112, pp.125~158 (2008)
  4. D. Bertsimas, "Robust linear optimization under general norms", Oper. Res. Lett, 32, pp.510~516 (2004)
  5. V. Jeyakumar, "Robust duality for generalized convex programming problems under data uncertainty", Nonlinear Anal, 75, pp.1362~1373 (2012)
  6. 김문희, "Robust duality for generalized invex programming problems", 대한수학회논문집, 28(2), pp.419~423 (2013), 대한수학회
  7. 김문희, "Optimality Conditions and Duality in Fractional Robust Optimization Problems", East Asian Mathematical Journal, 31(3), pp.345~349 (2015), 영남수학회[DOI]
  8. D. Kuroiwa, "On robust multiobjective optimization", Vietnam J. Math, 40, pp.305~317 (2012)
  9. 이규명, "On duality theorems for robust optimization problems", 충청수학회지, 26(4), pp.723~734 (2013), 충청수학회[DOI]
  10. G. M. Lee, "Duality theorems for fractional multiobjective minimization problems", Proceedings of the 1st Workshop in Applied Mathematics, 1, pp.245~256 (1993)

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