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Robust necessary optimality conditions for nondifferentiable complex fractional programming with uncertain data. (English) Zbl 1470.90139

Summary: 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.

MSC:

90C32 Fractional programming
90C17 Robustness in mathematical programming
65K10 Numerical optimization and variational techniques
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