TY - JOUR
AU - Ganji, Moslem
AU - Saraj, Mansour
PY - 2019/07/30
Y2 - 2024/06/13
TI - Solving Multi Objective Linear Fractional Programming Problem Under Uncertainty via Robust Optimization Approach
JF - Journal of Informatics and Mathematical Sciences
JA - Jour. Inform. Math. Sci.
VL - 11
IS - 2
SE - Research Articles
DO - 10.26713/jims.v11i2.976
UR - http://rgnpublications.com/journals/index.php/jims/article/view/976
SP - 115 - 123
AB - <p>In this article, a <em>Multi Objective Linear Fractional Programming</em> (MOLFP) problem with uncertain data in the objective function and the relationship between its <em>Robust Counterpart</em> (RC) formulations is studied. We use box uncertainty set for MOLFP problem and propose an approach to derive its corresponding RC formulation by reducing it into a single objective programming problem. It is shown that the corresponding RC formulation of MOLFP problem under box uncertainty set is a <em>Linear Programming</em> (LP) problem. A numerical example is worked out to illustrate the methodology and proposed approach.</p>
ER -