Mansour Saraj - Ph. D, Department of Mathematics, Faculty of Mathematical Sciences and Computer,Shahid Chamran University of Ahvaz, Ahvaz-Iran
Moslem Ganji - D. student, Department of Mathematics, Faculty of Mathematical Sciences andComputer, Shahid Chamran University of Ahvaz, Ahvaz-Iran

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.

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