Evaluating fuzzy inequalities and solving fully fuzzified linear fractional programs

In our earlier articles, we proposed two methods for solving the fully fuzzified linear fractional programming (FFLFP) problems. In this paper, we introduce a different approach of evaluating fuzzy inequalities between two triangular fuzzy numbers and solving FFLFP problems. First, using the Charnes-Cooper method, we transform the linear fractional programming problem into a linear one. Second, the problem of maximizing a function with triangular fuzzy value is transformed into a problem of deterministic multiple objective linear programming. Illustrative numerical examples are given to clarify the developed theory and the proposed algorithm

Duality in Fractional Programming Involving Locally Arcwise Connected and Related Functions

A nonlinear fractional programming problem is considered, where the functions involved are diferentiable with respect to an arc.Necessary and su±cient optimality conditions are obtained in terms of the right diferentials with respect to an arc of the functions. A dual is formulated and duality results are proved using concepts of locally arcwise connected, locally Q-connected and locally P-connected functions .Our results generalize the results obtained by Lyall, Suneja and Aggarwal, Kaul and Lyall and Kaul et.al.Generalized convexity; Fractional programming; Optimality conditions, Duality

On nonsmooth multiobjective fractional programming problems involving (p, r)− ρ −(η ,θ)- invex functions

A class of multiobjective fractional programming problems (MFP) is considered where the involved functions are locally Lipschitz. In order to deduce our main results, we introduce the definition of (p,r)−ρ −(η,θ)-invex class about the Clarke generalized gradient. Under the above invexity assumption, sufficient conditions for optimality are given. Finally, three types of dual problems corresponding to (MFP) are formulated, and appropriate dual theorems are proved

Efficiency and generalized concavity for multi-objective set-valued programming

The purpose of this paper is to give sufficient conditions of generalized concavity type for a local (weakly) efficient solution to be a global (weakly) efficient solution for a vector maximization set-valued programming problem. In the particular case of the vector maximization set-valued fractional programming problem, we derive some characterizations properties of efficient and properly efficient solutions based on a parametric procedure associated to the fractional problem

The Stochastic Bottleneck Linear Programming Problem

In this paper we consider some stochastic bottleneck linear prograrnming problems. In the case when the coefficients of the objective functions are simple randomized, the minimum-risk approach will be used for solving these problems. We prove that, under some positivity conditions, these stochastic problems are reduced to certain deterministic bottleneck linear problems. Applications of these problems to the bottleneck spanning tree problems and bottleneck investment allocation problems are given. A simple numerical example is presented

Minmax fractional programming problem involving generalized convex functions

In the present study we focus our attention on a minmax fractional programming problem and its second order dual problem. Duality results are obtained for the considered dual problem under the assumptions of second order $\left( {F,\alpha ,\rho ,d}\right)$ -type I functions

Dinkelbach Approach to Solving a Class of Fractional Optimal Control Problems

We consider optimal control problems with functional given by the ratio of two integrals (fractional optimal control problems). In particular, we focus on a special case with affine integrands and linear dynamics with respect to state and control. Since the standard optimal control theory cannot be used directly to solve a problem of this kind, we apply Dinkelbach’s approach to linearize it. Indeed, the fractional optimal control problem can be transformed into an equivalent monoparametric family { P q } of linear optimal control problems. The special structure of the class of problems considered allows solving the fractional problem either explicitly or requiring straightforward classical numerical techniques to solve a single equation. An application to advertising efficiency maximization is presented

Efficiency and duality for multiobjective fractional variational problems with (ρ,b) - quasiinvexity

The necessary conditions for (normal) efficient solutions to a class of multi-objective fractional variational problems (MFP) with nonlinear equality and inequality constraints are established using a parametric approach to relate efficient solutions of a fractional problem and a non-fractional problem. Based on these normal efficiency criteria a Mond-Weir type dual is formulated and appropriate duality theorems are proved assuming (ρ,b) - quasi-invexity of the functions involved