East Asian mathematical journal

μ˜λ‚¨μˆ˜ν•™νšŒ (The Youngnam Mathematical Society)
ꢌ호 ν‘œμ§€
DOI QRμ½”λ“œ

DOI QR Code

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

  • Kim, Gwi Soo (Department of Applied Mathematics, Pukyung National University) ;
  • Kim, Moon Hee (Department of Refrigeration Engineering, Tongmyong University)
  • 투고 : 2016.03.17
  • 심사 : 2016.06.27
  • λ°œν–‰ : 2016.09.30
PDF λ‹€μš΄λ‘œλ“œ
⟨ 이전 λ…Όλ¬Έ λ‹€μŒ λ…Όλ¬Έ ⟩

초둝

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

ν‚€μ›Œλ“œ

μ°Έκ³ λ¬Έν—Œ

  1. D. Bertsimas, D. Brown, Constructing uncertainty sets for robust linear optimization, Oper. Res. 57(2009), 1483-1495. https://doi.org/10.1287/opre.1080.0646
  2. A. Ben-Tal, A. Nemirovski, Robust-optimization-methodology and applications, Math. Program., Ser B 92(2002), 453-480. https://doi.org/10.1007/s101070100286
  3. D. Bertsimas, D. Pachamanova, M. Sim, Robust linear optimization under general norms, Oper. Res. Lett. 32(2004), 510-516. https://doi.org/10.1016/j.orl.2003.12.007
  4. V. Jeyakumar, G. Li, G. M. Lee, Robust duality for generalized convex programming problems under data uncertainty, Nonlinear Anal. 75(2012), 1362-1373. https://doi.org/10.1016/j.na.2011.04.006
  5. M. H. Kim, Robust duality for generalized invex programming problems, Commun. Korean Math. Soc. 28(2013), 419-423. https://doi.org/10.4134/CKMS.2013.28.2.419
  6. M. H. Kim and G. S. Kim, Optimality conditions and duality in fractional robust optimization problems, East Asian Math. J. 31(2015), 345-349. https://doi.org/10.7858/eamj.2015.025
  7. H. Kuk, G. M. Lee and D. S. Kim, Nonsmooth multiobjective programs with (V, ${\rho}$)-invexity, Indian Journal of Pure and Applied Mathematics 29 (1998), 405-412.