Robust Optimality Conditions for a Class of Fractional Optimization Problems

Abstract

In this paper, by considering the parametric technique, we study a class of fractional optimization problems involving data uncertainty in the objective functional. We formulate and prove the robust Karush-Kuhn-Tucker necessary optimality conditions and provide their sufficiency by considering the convexity and/or concavity assumptions of the involved functionals. In addition, to complete the study, an illustrative example is presented.

Keywords

• convexity
• concavity
• fractional optimization problem
• robust necessary optimality conditions
• robust sufficient optimality conditions
• robust optimal solution