Multi-objective interval fractional programming problems: an approach for obtaining efficient solutions
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Cites work
- An interactive fuzzy satisficing method for multiobjective linear fractional programming problems
- An interactive method of tackling uncertainty in interval multiple objective linear programming
- An Interactive Method To Multiobjective Linear Programming Problems With Interval Coefficients
- Efficiency conditions and duality for a class of multiobjective fractional programming problems
- Efficient solution of interval optimization problem
- Fractional Programming. I, Duality
- Generalized linear fractional programming under interval uncertainty
- Minimax regret solution to multiobjective linear programming problems with interval objective functions coefficients
- Multiobjective fractional duality
- Multiobjective fractional programming with generalized convexity
- Multiobjective programming in optimization of interval objective functions -- a generalized approach
- Multiple objective linear programming models with interval coefficients -- an illustrated overview
- Optimality and duality for nonsmooth multiobjective fractional programming with generalized invexity
- Optimality conditions and duality in subdifferentiable multiobjective fractional programming
- The Karush-Kuhn-Tucker optimality conditions in multiobjective programming problems with interval-valued objective functions
Cited in
(25)- Efficient solutions of interval programming problems with inexact parameters and second order cone constraints
- A linear goal programming approach to multiobjective fractional programming with interval parameter sets
- Optimality and duality in constrained interval-valued optimization
- A taxonomy and review of the multi-objective fractional programming (MOFP) problems
- Hermite-Hadamard-type inequalities for interval-valued preinvex functions via Riemann-Liouville fractional integrals
- Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis
- Multi-objective enhanced interval optimization problem
- Duality results for interval-valued pseudoconvex optimization problem with equilibrium constraints with applications
- Optimality conditions and duality for interval-valued optimization problems using convexifactors
- Nonlinear fractional programming problem with inexact parameter
- Multi-objective optimization problem with bounded parameters
- Finding efficient solutions in the interval multi-objective linear programming models
- Existence of -efficient solution of multiobjective fractional programming problem with bounded parameters
- On interval-valued pseudolinear functions and interval-valued pseudolinear optimization problems
- Optimality, duality and saddle point analysis for interval-valued nondifferentiable multiobjective fractional programming problems
- Generating Pareto optimal solutions of multi-objective LFPP with interval coefficients using -constraint method
- Newton method to obtain efficient solutions of the optimization problems with interval-valued objective functions
- On multi-level multi-objective linear fractional programming problem with interval parameters
- A Newton method for capturing efficient solutions of interval optimization problems
- Second-order optimality conditions in locally Lipschitz multiobjective fractional programming problem with inequality constraints
- Flexible fractional transportation problem with multiple goals: a pentagonal fuzzy concept
- Optimality conditions for interval-valued vector equilibrium problems.
- Enhanced interval quadratic fractional programming for maximizing Sharpe ratio in portfolio optimization
- Interval linear fractional programming: optimal value range of the objective function
- A study of interval optimization problems
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