• 제목/요약/키워드: Mond-Weir type robust duality

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OPTIMALITY CONDITIONS AND DUALITY IN FRACTIONAL ROBUST OPTIMIZATION PROBLEMS

  • Kim, Moon Hee;Kim, Gwi Soo
    • East Asian mathematical journal
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    • 제31권3호
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    • pp.345-349
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    • 2015
  • 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).

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

  • Kim, Moon Hee;Kim, Gwi Soo
    • East Asian mathematical journal
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    • 제33권3호
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    • pp.265-269
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    • 2017
  • In this paper, we formulate a sufficient optimality theorem for the robust optimization problem (UP) under (V, ${\rho}$)-invexity assumption. Moreover, we formulate a Mond-Weir type dual problem for the robust optimization problem (UP) and show that the weak and strong duality hold between the primal problems and the dual problems.