Strong duality for robust minimax fractional programming problems
From MaRDI portal
Publication:2355075
DOI10.1016/j.ejor.2013.02.015zbMath1317.90291OpenAlexW1997125751WikidataQ59241511 ScholiaQ59241511MaRDI QIDQ2355075
S. Srisatkunarajah, Guoyin Li, Vaithilingam Jeyakumar
Publication date: 28 July 2015
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2013.02.015
robust optimizationstrong dualityminimax fractional programming under uncertaintyminimax linear fractional programming with uncertainty
Related Items (11)
Interval linear fractional programming: optimal value range of the objective function ⋮ A new branch and bound algorithm for minimax ratios problems ⋮ Some characterizations of robust optimal solutions for uncertain fractional optimization and applications ⋮ A practicable branch and bound algorithm for sum of linear ratios problem ⋮ A new linearization technique for minimax linear fractional programming ⋮ A unifying approach to robust convex infinite optimization duality ⋮ On mathematical programs with equilibrium constraints under data uncertainty ⋮ Optimal value bounds in interval fractional linear programming and revenue efficiency measuring ⋮ Robust fractional programming ⋮ Twin minimax probability machine for pattern classification ⋮ On robust approximate optimal solutions for fractional semi-infinite optimization with uncertainty data
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robust linear semi-infinite programming duality under uncertainty
- Lagrange multiplier characterizations of robust best approximations under constraint data uncertainty
- Robust conjugate duality for convex optimization under uncertainty with application to data classification
- Robust duality for generalized convex programming problems under data uncertainty
- Robust duality for fractional programming problems with constraint-wise data uncertainty
- Characterizing robust set containments and solutions of uncertain linear programs without qualifications
- Duality in robust optimization: Primal worst equals dual best
- Fractional programming - a survey
- Generalizations of Slater's constraint qualification for infinite convex programs
- Necessary and sufficient conditions for minimax fractional programming
- Efficiency conditions and duality for a class of multiobjective fractional programming problems
- Robust optimization-methodology and applications
- Minimax and applications
- Using duality to solve generalized fractional programming problems
- Generalized linear fractional programming under interval uncertainty
- A robust von Neumann minimax theorem for zero-sum games under bounded payoff uncertainty
- Fractional programming with convex quadratic forms and functions
- Duality in generalized linear fractional programming
- Strong Duality in Robust Convex Programming: Complete Characterizations
- Theory and Applications of Robust Optimization
- A sixth bibliography of fractional programming
- Optimization and nonsmooth analysis
- Strong duality in robust semi-definite linear programming under data uncertainty
- Support vector machine classifiers with uncertain knowledge sets via robust optimization
- Fractional programming : a recent survey
- Optimality conditions and duality for a class of nonlinear fractional programming problems.
This page was built for publication: Strong duality for robust minimax fractional programming problems