摘要
本文考虑一类在目标和约束函数中都含有不确定数据的分式优化问题。其中,目标函数是分式函数,约束是满足Lipschitz条件的不等式。利用伪Lagrange型函数给出了鲁棒最优解集的刻画。
In this paper, we deal with a class of fractional optimization problem with data uncertainty in both the objective and constraints. The objective function is fractional function and the constraint is inequalities which satisfy Lipschitz conditions. Using pseudo Lagrange-type function, we give those characterizations of robust optimal solution set of uncertain fractional optimization problem.
出处
《运筹与模糊学》
2020年第3期230-238,共9页
Operations Research and Fuzziology
