Robust Optimization Approach for Solving Multi-objective Linear Fractional Programming Problems under Interval Uncertainty

Multi-objective linear fractional programming problem (MOLFPP) is one of the interesting subjects of nonlinear optimization. In this article, we propose an approach to solve a MOLFPP under uncertainty in the coefficients of the constraints. We use an interval robust optimization to solve MOLFPP by reducing it into a single objective function problem. Numerical examples are worked through to illustrate the solution approach.