Robust Necessary Optimality Conditions for Nondifferentiable Complex Fractional Programming with Uncertain Data

Jiawei Chen; Suliman Al-Homidan; Qamrul Hasan Ansari; Jun Li; Yibing Lv

doi:10.1007/s10957-021-01829-8

Robust Necessary Optimality Conditions for Nondifferentiable Complex Fractional Programming with Uncertain Data

Jiawei Chen
, Suliman Al-Homidan^*
, Qamrul Hasan Ansari
, Jun Li
, Yibing Lv

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

15 Scopus citations

Abstract

In this paper, we study robust necessary optimality conditions for a nondifferentiable complex fractional programming with uncertain data. A robust counterpart of uncertain complex fractional programming is introduced in the worst-case scenario. The concept of robust optimal solution of the uncertain complex fractional programming is introduced by using robust counterpart. We give an equivalence between the optimal solutions of the robust counterpart and a minimax nonfractional parametric programming. Finally, Fritz John-type and Karush–Kuhn–Tucker-type robust necessary optimality conditions of the uncertain complex fractional programming are established under some suitable conditions.

Original language	English
Pages (from-to)	221-243
Number of pages	23
Journal	Journal of Optimization Theory and Applications
Volume	189
Issue number	1
DOIs	https://doi.org/10.1007/s10957-021-01829-8
State	Published - Apr 2021

Bibliographical note

Publisher Copyright:
© 2021, The Author(s), under exclusive licence to Springer Science+Business Media, LLC part of Springer Nature.

Keywords

Robust constraint qualification
Robust counterpart
Robust necessary optimality conditions
Uncertain complex fractional programming

ASJC Scopus subject areas

Control and Optimization
Management Science and Operations Research
Applied Mathematics

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10.1007/s10957-021-01829-8

Cite this

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title = "Robust Necessary Optimality Conditions for Nondifferentiable Complex Fractional Programming with Uncertain Data",

abstract = "In this paper, we study robust necessary optimality conditions for a nondifferentiable complex fractional programming with uncertain data. A robust counterpart of uncertain complex fractional programming is introduced in the worst-case scenario. The concept of robust optimal solution of the uncertain complex fractional programming is introduced by using robust counterpart. We give an equivalence between the optimal solutions of the robust counterpart and a minimax nonfractional parametric programming. Finally, Fritz John-type and Karush–Kuhn–Tucker-type robust necessary optimality conditions of the uncertain complex fractional programming are established under some suitable conditions.",

keywords = "Robust constraint qualification, Robust counterpart, Robust necessary optimality conditions, Uncertain complex fractional programming",

author = "Jiawei Chen and Suliman Al-Homidan and Ansari, \{Qamrul Hasan\} and Jun Li and Yibing Lv",

note = "Publisher Copyright: {\textcopyright} 2021, The Author(s), under exclusive licence to Springer Science+Business Media, LLC part of Springer Nature.",

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AU - Chen, Jiawei

AU - Al-Homidan, Suliman

AU - Ansari, Qamrul Hasan

AU - Li, Jun

AU - Lv, Yibing

PY - 2021/4

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N2 - In this paper, we study robust necessary optimality conditions for a nondifferentiable complex fractional programming with uncertain data. A robust counterpart of uncertain complex fractional programming is introduced in the worst-case scenario. The concept of robust optimal solution of the uncertain complex fractional programming is introduced by using robust counterpart. We give an equivalence between the optimal solutions of the robust counterpart and a minimax nonfractional parametric programming. Finally, Fritz John-type and Karush–Kuhn–Tucker-type robust necessary optimality conditions of the uncertain complex fractional programming are established under some suitable conditions.

AB - In this paper, we study robust necessary optimality conditions for a nondifferentiable complex fractional programming with uncertain data. A robust counterpart of uncertain complex fractional programming is introduced in the worst-case scenario. The concept of robust optimal solution of the uncertain complex fractional programming is introduced by using robust counterpart. We give an equivalence between the optimal solutions of the robust counterpart and a minimax nonfractional parametric programming. Finally, Fritz John-type and Karush–Kuhn–Tucker-type robust necessary optimality conditions of the uncertain complex fractional programming are established under some suitable conditions.

KW - Robust constraint qualification

KW - Robust counterpart

KW - Robust necessary optimality conditions

KW - Uncertain complex fractional programming

UR - https://www.scopus.com/pages/publications/85101875095

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DO - 10.1007/s10957-021-01829-8

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SP - 221

EP - 243

JO - Journal of Optimization Theory and Applications

JF - Journal of Optimization Theory and Applications

IS - 1

ER -

Robust Necessary Optimality Conditions for Nondifferentiable Complex Fractional Programming with Uncertain Data

Abstract

Bibliographical note

Keywords

ASJC Scopus subject areas

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