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Stability of Local Efficiency in Multiobjective Optimization

Author

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  • Sanaz Sadeghi

    (Shiraz University)

  • S. Morteza Mirdehghan

    (Shiraz University)

Abstract

Analyzing the behavior and stability properties of a local optimum in an optimization problem, when small perturbations are added to the objective functions, are important considerations in optimization. The tilt stability of a local minimum in a scalar optimization problem is a well-studied concept in optimization which is a version of the Lipschitzian stability condition for a local minimum. In this paper, we define a new concept of stability pertinent to the study of multiobjective optimization problems. We prove that our new concept of stability is equivalent to tilt stability when scalar optimizations are available. We then use our new notions of stability to establish new necessary and sufficient conditions on when strict locally efficient solutions of a multiobjective optimization problem will have small changes when correspondingly small perturbations are added to the objective functions.

Suggested Citation

  • Sanaz Sadeghi & S. Morteza Mirdehghan, 2018. "Stability of Local Efficiency in Multiobjective Optimization," Journal of Optimization Theory and Applications, Springer, vol. 178(2), pages 591-613, August.
    • Handle: RePEc:spr:joptap:v:178:y:2018:i:2:d:10.1007_s10957-018-1312-7
    DOI: 10.1007/s10957-018-1312-7
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    References listed on IDEAS

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    1. Fliege, Jörg & Werner, Ralf, 2014. "Robust multiobjective optimization & applications in portfolio optimization," European Journal of Operational Research, Elsevier, vol. 234(2), pages 422-433.
    2. Georgiev, Pando Gr. & Luc, Dinh The & Pardalos, Panos M., 2013. "Robust aspects of solutions in deterministic multiple objective linear programming," European Journal of Operational Research, Elsevier, vol. 229(1), pages 29-36.
    3. V. Jeyakumar & G. M. Lee & G. Li, 2015. "Characterizing Robust Solution Sets of Convex Programs under Data Uncertainty," Journal of Optimization Theory and Applications, Springer, vol. 164(2), pages 407-435, February.
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    Cited by:

    1. Morteza Rahimi & Majid Soleimani-damaneh, 2023. "Aubin property for solution set in multi-objective programming," Journal of Global Optimization, Springer, vol. 85(2), pages 441-460, February.

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