Robust counterparts and robust efficient solutions in vector optimization under uncertainty

被引:11
|
作者
Wang, Feng [1 ]
Liu, Sanyang [1 ]
Chai, Yanfei [1 ]
机构
[1] Xidian Univ, Sch Math & Stat, Xian 710071, Peoples R China
基金
中国国家自然科学基金;
关键词
Robust optimization; Vector optimization under uncertainty; Efficient solution; Set order relation; MULTIOBJECTIVE OPTIMIZATION;
D O I
10.1016/j.orl.2015.03.005
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
Two robust counterparts and associated concepts of robust efficient solution are established for a vector optimization problem under uncertainty. First, we propose a robust counterpart in the classical sense by following the line for scalar optimization problems under uncertainty. Then, from a relaxed model we derive another robust counterpart, which is a bilevel optimization problem involving a set-valued optimization problem at the upper level and a vector optimization problem at the lower level. (C) 2015 Elsevier B.V. All rights reserved.
引用
收藏
页码:293 / 298
页数:6
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