IDEAS home Printed from https://ideas.repec.org/a/spr/joptap/v179y2018i1d10.1007_s10957-018-1359-5.html
   My bibliography  Save this article

Robustness in Deterministic Vector Optimization

Author

Listed:
  • Morteza Rahimi

    (University of Tehran)

  • Majid Soleimani-damaneh

    (University of Tehran)

Abstract

In this paper, robust efficient solutions of a vector optimization problem, whose image space is ordered by an arbitrary ordering cone, are defined. This is done from different points of view, including set based and norm based. The relationships between these solution concepts are established. Furthermore, it is shown that, for a general vector optimization problem, each norm-based robust efficient solution is a strictly efficient solution; each isolated efficient solution is a norm-based robust efficient solution; and, under appropriate assumptions, each norm-based robust efficient solution is a Henig properly efficient solution. Various necessary and sufficient conditions for characterizing norm-based robust solutions of a general vector optimization problem, in terms of the tangent and normal cones and the nonascent directions, are presented. An optimization problem for calculating a robustness radius is provided, and then, the largest robustness radius is determined. Moreover, some alterations of objective functions preserving weak/strict/Henig proper/robust efficiency are studied.

Suggested Citation

  • 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.
  • Handle: RePEc:spr:joptap:v:179:y:2018:i:1:d:10.1007_s10957-018-1359-5
    DOI: 10.1007/s10957-018-1359-5
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10957-018-1359-5
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s10957-018-1359-5?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. A. Paç & Mustafa Pınar, 2014. "Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 875-891, October.
    2. Korhonen, Pekka & Soleimani-damaneh, Majid & Wallenius, Jyrki, 2016. "Dual cone approach to convex-cone dominance in multiple criteria decision making," European Journal of Operational Research, Elsevier, vol. 249(3), pages 1139-1143.
    3. Fliege, Jörg & Werner, Ralf, 2014. "Robust multiobjective optimization & applications in portfolio optimization," European Journal of Operational Research, Elsevier, vol. 234(2), pages 422-433.
    4. 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.
    5. A. L. Soyster, 1973. "Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming," Operations Research, INFORMS, vol. 21(5), pages 1154-1157, October.
    6. 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.
    7. 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.
    8. 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.
    9. 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.
    10. Kazhal Khaledian & Esmaile Khorram & Majid Soleimani-damaneh, 2016. "Strongly Proper Efficient Solutions: Efficient Solutions with Bounded Trade-Offs," Journal of Optimization Theory and Applications, Springer, vol. 168(3), pages 864-883, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. 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.
    2. Marcin Studniarski & Anna Michalak & Aleksandra Stasiak, 2020. "Necessary and Sufficient Conditions for Robust Minimal Solutions in Uncertain Vector Optimization," Journal of Optimization Theory and Applications, Springer, vol. 186(2), pages 375-397, August.
    3. T. D. Chuong & V. H. Mak-Hau & J. Yearwood & R. Dazeley & M.-T. Nguyen & T. Cao, 2022. "Robust Pareto solutions for convex quadratic multiobjective optimization problems under data uncertainty," Annals of Operations Research, Springer, vol. 319(2), pages 1533-1564, December.
    4. 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.
    5. Nader Kanzi & Majid Soleimani-damaneh, 2020. "Characterization of the weakly efficient solutions in nonsmooth quasiconvex multiobjective optimization," Journal of Global Optimization, Springer, vol. 77(3), pages 627-641, July.
    6. 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.

    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.
    1. Botte, Marco & Schöbel, Anita, 2019. "Dominance for multi-objective robust optimization concepts," European Journal of Operational Research, Elsevier, vol. 273(2), pages 430-440.
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    6. 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.
    7. Bokrantz, Rasmus & Fredriksson, Albin, 2017. "Necessary and sufficient conditions for Pareto efficiency in robust multiobjective optimization," European Journal of Operational Research, Elsevier, vol. 262(2), pages 682-692.
    8. 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.
    9. Gabriele Eichfelder & Corinna Krüger & Anita Schöbel, 2017. "Decision uncertainty in multiobjective optimization," Journal of Global Optimization, Springer, vol. 69(2), pages 485-510, October.
    10. 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.
    11. Goberna, M.A. & Jeyakumar, V. & Li, G. & Vicente-Pérez, J., 2018. "Guaranteeing highly robust weakly efficient solutions for uncertain multi-objective convex programs," European Journal of Operational Research, Elsevier, vol. 270(1), pages 40-50.
    12. 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.
    13. 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.
    14. 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.
    15. Qamrul Hasan Ansari & Elisabeth Köbis & Pradeep Kumar Sharma, 2019. "Characterizations of Multiobjective Robustness via Oriented Distance Function and Image Space Analysis," Journal of Optimization Theory and Applications, Springer, vol. 181(3), pages 817-839, June.
    16. 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.
    17. Hombach, Laura Elisabeth & Büsing, Christina & Walther, Grit, 2018. "Robust and sustainable supply chains under market uncertainties and different risk attitudes – A case study of the German biodiesel market," European Journal of Operational Research, Elsevier, vol. 269(1), pages 302-312.
    18. T. D. Chuong & V. H. Mak-Hau & J. Yearwood & R. Dazeley & M.-T. Nguyen & T. Cao, 2022. "Robust Pareto solutions for convex quadratic multiobjective optimization problems under data uncertainty," Annals of Operations Research, Springer, vol. 319(2), pages 1533-1564, December.
    19. 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.
    20. 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).

    Corrections

    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:spr:joptap:v:179:y:2018:i:1:d:10.1007_s10957-018-1359-5. 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.