Robust Necessary Optimality Conditions for Nondifferentiable Complex Fractional Programming with Uncertain Data

In this paper, we study robust necessary optimality conditions for a nondifferentiable complex fractional programming with uncertain data. A robust counterpart of uncertain complex fractional programming is introduced in the worst-case scenario. The concept of robust optimal solution of the uncertain complex fractional programming is introduced by using robust counterpart. We give an equivalence between the optimal solutions of the robust counterpart and a minimax nonfractional parametric programming. Finally, Fritz John-type and Karush-Kuhn-Tucker-type robust necessary optimality conditions of the uncertain complex fractional programming are established under some suitable conditions.

Automated summary

This paper studies robust necessary optimality conditions for a nondifferentiable complex fractional programming with uncertain data, introducing a robust counterpart and the concept of a robust optimal solution. An equivalence between the optimal solutions of the robust counterpart and a minimax nonfractional parametric programming is given, and Fritz John-type and Karush-Kuhn-Tucker-type robust necessary optimality conditions are established under suitable conditions.