Optimality and duality in non-convex robust fractional vector optimization over cones
摘要
In this study, the optimality results are obtained for a robust optimization problem involving cones where the functions are assumed to be differentiable and non-convex. The objective function considered is fractional, where uncertainty (robust) parameters are included in the constraints. The results are obtained without taking any convexity assumption either on the set of feasible solutions, constraints or the fractional objective function. Duals of Mond-Weir and Schaible-type are considered for the robust primal problem. Weak, converse and strong duality results are obtained for the considered problems.