Solving Multi-objective Linear Fractional ProgrammingProblems with Robust Optimization Approach

linear fractional programming is one of the interesting subjects of nonlinear optimization problems. In this paper, we propose an approach to solve a multi-objective linear fractional programming problem (MOLFPP) with uncertainty in the coefficients of the constraints. We used an ellipsoidalrobust optimization to solve MOLFPP by reducing it into a single objective function problem. Numerical examples are worked through to illustrate the solution approach.

Keywords:

linear fractional programming , Multi-objective optimization , robust optimization , uncertain data