Necessary and sufficient conditions for Pareto efficiency in robust multiobjective optimization
Author
Abstract
Suggested Citation
DOI: 10.1016/j.ejor.2017.04.012
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Dimitris Bertsimas & Melvyn Sim, 2004. "The Price of Robustness," Operations Research, INFORMS, vol. 52(1), pages 35-53, February.
- Fliege, Jörg & Werner, Ralf, 2014. "Robust multiobjective optimization & applications in portfolio optimization," European Journal of Operational Research, Elsevier, vol. 234(2), pages 422-433.
- Goberna, M.A. & Jeyakumar, V. & Li, G. & Vicente-Pérez, J., 2015. "Robust solutions to multi-objective linear programs with uncertain data," European Journal of Operational Research, Elsevier, vol. 242(3), pages 730-743.
- Ehrgott, Matthias & Ide, Jonas & Schöbel, Anita, 2014. "Minmax robustness for multi-objective optimization problems," European Journal of Operational Research, Elsevier, vol. 239(1), pages 17-31.
- Jonas Ide & Elisabeth Köbis, 2014. "Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 80(1), pages 99-127, August.
- A. Ben-Tal & A. Nemirovski, 1998. "Robust Convex Optimization," Mathematics of Operations Research, INFORMS, vol. 23(4), pages 769-805, November.
- Jonas Ide & Anita Schöbel, 2016. "Robustness for uncertain multi-objective optimization: a survey and analysis of different concepts," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 38(1), pages 235-271, January.
- S. Ruzika & M. M. Wiecek, 2005. "Approximation Methods in Multiobjective Programming," Journal of Optimization Theory and Applications, Springer, vol. 126(3), pages 473-501, September.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Yue Zhou-Kangas & Kaisa Miettinen & Karthik Sindhya, 2019. "Solving multiobjective optimization problems with decision uncertainty: an interactive approach," Journal of Business Economics, Springer, vol. 89(1), pages 25-51, February.
- Schmidt, M. & Schöbel, Anita & Thom, Lisa, 2019. "Min-ordering and max-ordering scalarization methods for multi-objective robust optimization," European Journal of Operational Research, Elsevier, vol. 275(2), pages 446-459.
- Jiawei Chen & Elisabeth Köbis & Jen-Chih Yao, 2019. "Optimality Conditions and Duality for Robust Nonsmooth Multiobjective Optimization Problems with Constraints," Journal of Optimization Theory and Applications, Springer, vol. 181(2), pages 411-436, May.
- Yao, Zhaosheng & Wang, Zhiyuan & Ran, Lun, 2023. "Smart charging and discharging of electric vehicles based on multi-objective robust optimization in smart cities," Applied Energy, Elsevier, vol. 343(C).
- Elisa Caprari & Lorenzo Cerboni Baiardi & Elena Molho, 2022. "Scalarization and robustness in uncertain vector optimization problems: a non componentwise approach," Journal of Global Optimization, Springer, vol. 84(2), pages 295-320, October.
- Breedveld, Sebastiaan & Craft, David & van Haveren, Rens & Heijmen, Ben, 2019. "Multi-criteria optimization and decision-making in radiotherapy," European Journal of Operational Research, Elsevier, vol. 277(1), pages 1-19.
- Rekha R. Jaichander & Izhar Ahmad & Krishna Kummari & Suliman Al-Homidan, 2022. "Robust Nonsmooth Interval-Valued Optimization Problems Involving Uncertainty Constraints," Mathematics, MDPI, vol. 10(11), pages 1-19, May.
- Schöbel, Anita & Zhou-Kangas, Yue, 2021. "The price of multiobjective robustness: Analyzing solution sets to uncertain multiobjective problems," European Journal of Operational Research, Elsevier, vol. 291(2), pages 782-793.
- Pornpimon Boriwan & Matthias Ehrgott & Daishi Kuroiwa & Narin Petrot, 2020. "The Lexicographic Tolerable Robustness Concept for Uncertain Multi-Objective Optimization Problems: A Study on Water Resources Management," Sustainability, MDPI, vol. 12(18), pages 1-21, September.
- Groetzner, Patrick & Werner, Ralf, 2022. "Multiobjective optimization under uncertainty: A multiobjective robust (relative) regret approach," European Journal of Operational Research, Elsevier, vol. 296(1), pages 101-115.
- Fakhar, Majid & Mahyarinia, Mohammad Reza & Zafarani, Jafar, 2018. "On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization," European Journal of Operational Research, Elsevier, vol. 265(1), pages 39-48.
- Botte, Marco & Schöbel, Anita, 2019. "Dominance for multi-objective robust optimization concepts," European Journal of Operational Research, Elsevier, vol. 273(2), pages 430-440.
- Pinar, Mehmet & Stengos, Thanasis & Topaloglou, Nikolas, 2020. "On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty," European Journal of Operational Research, Elsevier, vol. 281(2), pages 415-427.
- Yan, Junchen & Broesicke, Osvaldo A. & Tong, Xin & Wang, Dong & Li, Duo & Crittenden, John C., 2021. "Multidisciplinary design optimization of distributed energy generation systems: The trade-offs between life cycle environmental and economic impacts," Applied Energy, Elsevier, vol. 284(C).
- Yue Zhou-Kangas & Kaisa Miettinen, 2019. "Decision making in multiobjective optimization problems under uncertainty: balancing between robustness and quality," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 41(2), pages 391-413, June.
- Qi, Yue & Liao, Kezhi & Liu, Tongyang & Zhang, Yu, 2022. "Originating multiple-objective portfolio selection by counter-COVID measures and analytically instigating robust optimization by mean-parameterized nondominated paths," Operations Research Perspectives, Elsevier, vol. 9(C).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Klamroth, Kathrin & Köbis, Elisabeth & Schöbel, Anita & Tammer, Christiane, 2017. "A unified approach to uncertain optimization," European Journal of Operational Research, Elsevier, vol. 260(2), pages 403-420.
- Erin K. Doolittle & Hervé L. M. Kerivin & Margaret M. Wiecek, 2018. "Robust multiobjective optimization with application to Internet routing," Annals of Operations Research, Springer, vol. 271(2), pages 487-525, December.
- Botte, Marco & Schöbel, Anita, 2019. "Dominance for multi-objective robust optimization concepts," European Journal of Operational Research, Elsevier, vol. 273(2), pages 430-440.
- Groetzner, Patrick & Werner, Ralf, 2022. "Multiobjective optimization under uncertainty: A multiobjective robust (relative) regret approach," European Journal of Operational Research, Elsevier, vol. 296(1), pages 101-115.
- Morteza Rahimi & Majid Soleimani-damaneh, 2018. "Robustness in Deterministic Vector Optimization," Journal of Optimization Theory and Applications, Springer, vol. 179(1), pages 137-162, October.
- Schöbel, Anita & Zhou-Kangas, Yue, 2021. "The price of multiobjective robustness: Analyzing solution sets to uncertain multiobjective problems," European Journal of Operational Research, Elsevier, vol. 291(2), pages 782-793.
- Kang, Yan-li & Tian, Jing-Song & Chen, Chen & Zhao, Gui-Yu & Li, Yuan-fu & Wei, Yu, 2021. "Entropy based robust portfolio," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 583(C).
- Fakhar, Majid & Mahyarinia, Mohammad Reza & Zafarani, Jafar, 2018. "On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization," European Journal of Operational Research, Elsevier, vol. 265(1), pages 39-48.
- Mavrotas, George & Figueira, José Rui & Siskos, Eleftherios, 2015. "Robustness analysis methodology for multi-objective combinatorial optimization problems and application to project selection," Omega, Elsevier, vol. 52(C), pages 142-155.
- Hong-Zhi Wei & Chun-Rong Chen & Sheng-Jie Li, 2018. "A Unified Characterization of Multiobjective Robustness via Separation," Journal of Optimization Theory and Applications, Springer, vol. 179(1), pages 86-102, October.
- Panos Xidonas & Ralph Steuer & Christis Hassapis, 2020. "Robust portfolio optimization: a categorized bibliographic review," Annals of Operations Research, Springer, vol. 292(1), pages 533-552, September.
- Jiang, Ling & Cao, Jinde & Xiong, Lianglin, 2019. "Generalized multiobjective robustness and relations to set-valued optimization," Applied Mathematics and Computation, Elsevier, vol. 361(C), pages 599-608.
- Zheng, Liang & Bao, Ji & Xu, Chengcheng & Tan, Zhen, 2022. "Biobjective robust simulation-based optimization for unconstrained problems," European Journal of Operational Research, Elsevier, vol. 299(1), pages 249-262.
- Yue Zhou-Kangas & Kaisa Miettinen, 2019. "Decision making in multiobjective optimization problems under uncertainty: balancing between robustness and quality," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 41(2), pages 391-413, June.
- Morteza Rahimi & Majid Soleimani-damaneh, 2020. "Characterization of Norm-Based Robust Solutions in Vector Optimization," Journal of Optimization Theory and Applications, Springer, vol. 185(2), pages 554-573, May.
- Kuhn, K. & Raith, A. & Schmidt, M. & Schöbel, A., 2016. "Bi-objective robust optimisation," European Journal of Operational Research, Elsevier, vol. 252(2), pages 418-431.
- Caprari, Elisa & Cerboni Baiardi, Lorenzo & Molho, Elena, 2019. "Primal worst and dual best in robust vector optimization," European Journal of Operational Research, Elsevier, vol. 275(3), pages 830-838.
- Jonas Ide & Anita Schöbel, 2016. "Robustness for uncertain multi-objective optimization: a survey and analysis of different concepts," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 38(1), pages 235-271, January.
- Schmidt, M. & Schöbel, Anita & Thom, Lisa, 2019. "Min-ordering and max-ordering scalarization methods for multi-objective robust optimization," European Journal of Operational Research, Elsevier, vol. 275(2), pages 446-459.
- Raith, Andrea & Schmidt, Marie & Schöbel, Anita & Thom, Lisa, 2018. "Multi-objective minmax robust combinatorial optimization with cardinality-constrained uncertainty," European Journal of Operational Research, Elsevier, vol. 267(2), pages 628-642.
More about this item
Keywords
Multiobjective optimization; Robust optimization; Scalarization; Uncertainty; Convexity;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ejores:v:262:y:2017:i:2:p:682-692. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/eor .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.