Characterizations of multiobjective robustness on vectorization counterparts. (3rd March 2020)

• Record Type: Journal Article
• Authors: Wei, Hong-Zhi; Chen, Chun-Rong; Li, Sheng-Jie
• Is Part Of: Optimization. Volume 69:Number 3(2020)
• Page Start: 493
• Page End: 518
• Publication Date: 2020-03-03
• Subjects: Uncertain multiobjective optimization -- image space analysis -- robustness -- robust optimality conditions -- vectorization counterparts; 90C29 -- 90C30 -- 90C31; Mathematical optimization -- Periodicals; 519.7
• DOI: 10.1080/02331934.2019.1625352
• Languages: English
• ISSNs: 0233-1934

Abstract

ABSTRACT: In this paper, we characterize robust solutions for uncertain multiobjective optimization problems on the basis of vectorization models by virtue of image space analysis. By introducing corrected image of original uncertain problem or the selected and corrected images of its robust counterpart, an equivalent relation between multiobjective robustness and the separation of two sets in the image space is well established. Moreover, by means of linear (vector/scalar) separation functions, some Lagrangian-type sufficient robust optimality conditions are presented. Especially, under suitable restriction assumptions, we derive Lagrangian-type necessary robust optimality conditions in terms of nonlinear separation functions. These results obtained in this paper extend and improve some existing ones recently. Finally, several examples are given to show the effectiveness of the conclusions.