OPTIMALITY CONDITIONS AND DUALITY IN FRACTIONAL ROBUST OPTIMIZATION PROBLEMS
Moon Hee Kim, Gwi Soo Kim · East Asian Mathematical Journal · 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).