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Sun, Xiang-Kai; Long, Xian-Jun; Fu, Hong-Yong; Li, Xiao-Bing

Some characterizations of robust optimal solutions for uncertain fractional optimization and applications. (English) Zbl 1364.90308

J. Ind. Manag. Optim. 13, No. 2, 803-824 (2017).
Summary: In this paper, following the framework of robust optimization, we consider robust optimal solutions for a fractional optimization problem in the face of data uncertainty both in the objective and constraints. To this end, by using the properties of the subdifferential sum formulae, we first introduce some robust basic subdifferential constraint qualifications, and then obtain some completely characterizations of the robust optimal solutions of this uncertain fractional optimization problem. We show that our results encompass as special cases some optimization problems considered in the recent literature. Moreover, as applications, the proposed approach is applied to investigate weakly robust efficient solutions for multi-objective fractional optimization problems in the face of data uncertainty both in the objective and constraints.

Cited in 15 Documents

MSC:

90C29 Multi-objective and goal programming
90C32 Fractional programming
90C46 Optimality conditions and duality in mathematical programming

Keywords:

robust solutions; subdifferential; uncertain fractional optimization; multi-objective optimization
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