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Optimality Conditions and Duality in Fractional Robust Optimization Problems

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In this paper, we consider a fractional robust optimization problem (FP) and give necessary optimality theorems for (FP). Establishing a nonfractional optimization problem (NFP) equivalent to (FP),we formulate a Mond-Weir type dual problem for (FP) and prove duality theorems for (FP).

Abstract

In this paper, we consider a fractional robust optimization problem (FP) and give necessary optimality theorems for (FP). Establishing a nonfractional optimization problem (NFP) equivalent to (FP),we formulate a Mond-Weir type dual problem for (FP) and prove duality theorems for (FP).

참고문헌 (8)

  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. D. Kuroiwa, "On robust multiobjective optimization", Vietnam J. Math, 40, pp.305~317 (2012)
  7. 이규명, "On duality theorems for robust optimization problems", 충청수학회지, 26(4), pp.723~734 (2013), 충청수학회[DOI]
  8. 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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