Robust efficiency and well-posedness in uncertain vector optimization problems

被引:4
|
作者
Tran Quoc Duy [1 ]
机构
[1] FPT Univ, Dept Math, Can Tho, Vietnam
关键词
Uncertain vector optimization; robust optimization; robust counterpart; well-posedness; MULTIOBJECTIVE OPTIMIZATION; SET OPTIMIZATION; SCALARIZATION; OPTIMALITY; DUALITY;
D O I
10.1080/02331934.2022.2031189
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this article, we study an uncertain vector optimization problem by using the robust optimization approach. We first introduce a concept of robust efficient solution to its robust counterpart, and then we give conditions for the existence of such solutions by the virtue of Zorn's lemma. Some notions of pointwise well-posedness for the robust counterpart of the reference problem are introduced. These notions are characterized in terms of upper continuity or compactness of approximately minimal solution maps. Sufficient conditions for well-posedness properties are also provided.
引用
收藏
页码:937 / 955
页数:19
相关论文
共 50 条
  • [1] Well-posedness for the optimistic counterpart of uncertain vector optimization problems
    L. Q. Anh
    T. Q. Duy
    D. V. Hien
    [J]. Annals of Operations Research, 2020, 295 : 517 - 533
  • [2] Well-posedness for the optimistic counterpart of uncertain vector optimization problems
    Anh, L. Q.
    Duy, T. Q.
    Hien, D. V.
    [J]. ANNALS OF OPERATIONS RESEARCH, 2020, 295 (02) : 517 - 533
  • [3] GENERALIZED WELL-POSEDNESS OF VECTOR OPTIMIZATION PROBLEMS
    Luo, H. L.
    Huang, X. X.
    Peng, J. W.
    [J]. PACIFIC JOURNAL OF OPTIMIZATION, 2011, 7 (02): : 353 - 367
  • [4] Well-posedness and stability in vector optimization problems using Henig proper efficiency
    Lalitha, C. S.
    Chatterjee, Prashanto
    [J]. OPTIMIZATION, 2013, 62 (01) : 155 - 165
  • [5] Extended well-posedness properties of vector optimization problems
    Huang, X.X.
    [J]. Journal of Optimization Theory and Applications, 2000, 100 (02) : 165 - 182
  • [6] Scalarization and pointwise well-posedness in vector optimization problems
    Xiao, Gang
    Xiao, Hong
    Liu, Sanyang
    [J]. JOURNAL OF GLOBAL OPTIMIZATION, 2011, 49 (04) : 561 - 574
  • [7] Extended Well-Posedness of Quasiconvex Vector Optimization Problems
    Crespi, G. P.
    Papalia, M.
    Rocca, M.
    [J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2009, 141 (02) : 285 - 297
  • [8] Extended Well-Posedness Properties of Vector Optimization Problems
    X. X. Huang
    [J]. Journal of Optimization Theory and Applications, 2000, 106 : 165 - 182
  • [9] Scalarization and pointwise well-posedness in vector optimization problems
    Gang Xiao
    Hong Xiao
    Sanyang Liu
    [J]. Journal of Global Optimization, 2011, 49 : 561 - 574
  • [10] Extended Well-Posedness of Quasiconvex Vector Optimization Problems
    G. P. Crespi
    M. Papalia
    M. Rocca
    [J]. Journal of Optimization Theory and Applications, 2009, 141 : 285 - 297