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http://dx.doi.org/10.7858/eamj.2015.025

OPTIMALITY CONDITIONS AND DUALITY IN FRACTIONAL ROBUST OPTIMIZATION PROBLEMS  

Kim, Moon Hee (Department of Refrigeration Engineering, Tongmyong University)
Kim, Gwi Soo (Department of Applied Mathematics, Pukyung National University)
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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).
Keywords
robust optimization problems; Wolfe dual problem; duality theorems;
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Times Cited By KSCI : 2  (Citation Analysis)
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