THE LINEAR-FRACTIONAL PROGRAMMING PROBLEM UNDER UNCERTAINTY CONDITIONS

This paper addresses the problem of linear-fractional programming under uncertainty. The uncertainty here is understood as ambiguity coefficients’ values in optimized functional. We give two mathematical formulations problem. In first one, refers to numerator: there are several sets objective function coefficients, each coefficient can determine numerator problem’s criterion at stage its solution implementation. second formulation denominator propose compromise criteria for evaluating solutions we consider. study following criterions detail: 1) finding a which deviation partial functionals from their optimal within specified limits; 2) according minimizing total weighted excess relation feasible deviations (the concessions). formulate an auxiliary linear find problems by these criteria. constraints depend on optimization direction original carried out series experiments four types properties purposes were: how changes functions impact actual and concessions; expert weights concessions obtain. this work schemes present results graphical form. have found that obtained relations problem.
 Keywords: optimization, uncertainty, convolution, programming, problem,