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Robustness Characterizations for Uncertain Optimization Problems via Image Space Analysis

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  • Hong-Zhi Wei

    (Shaanxi Normal University)

  • Chun-Rong Chen

    (Chongqing University)

  • Sheng-Jie Li

    (Chongqing University)

Abstract

In this paper, by means of linear and nonlinear (regular) weak separation functions, we obtain some characterizations of robust optimality conditions for uncertain optimization problems, especially saddle point sufficient optimality conditions. Additionally, the relationships between three approaches used for robustness analysis: image space analysis, vector optimization and set-valued optimization, are discussed. Finally, an application for finding a shortest path is given to verify the validity of the results derived in this paper.

Suggested Citation

  • Hong-Zhi Wei & Chun-Rong Chen & Sheng-Jie Li, 2020. "Robustness Characterizations for Uncertain Optimization Problems via Image Space Analysis," Journal of Optimization Theory and Applications, Springer, vol. 186(2), pages 459-479, August.
    • Handle: RePEc:spr:joptap:v:186:y:2020:i:2:d:10.1007_s10957-020-01709-7
    DOI: 10.1007/s10957-020-01709-7
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    References listed on IDEAS

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    1. Hong-Zhi Wei & Chun-Rong Chen & Sheng-Jie Li, 2018. "Characterizations for Optimality Conditions of General Robust Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 177(3), pages 835-856, June.
    2. Shengkun Zhu, 2018. "Image Space Analysis to Lagrange-Type Duality for Constrained Vector Optimization Problems with Applications," Journal of Optimization Theory and Applications, Springer, vol. 177(3), pages 743-769, June.
    3. Jiawei Chen & Elisabeth Köbis & Markus Köbis & Jen-Chih Yao, 2018. "Image Space Analysis for Constrained Inverse Vector Variational Inequalities via Multiobjective Optimization," Journal of Optimization Theory and Applications, Springer, vol. 177(3), pages 816-834, June.
    4. Shengjie Li & Yangdong Xu & Manxue You & Shengkun Zhu, 2018. "Constrained Extremum Problems and Image Space Analysis–Part I: Optimality Conditions," Journal of Optimization Theory and Applications, Springer, vol. 177(3), pages 609-636, June.
    5. 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.
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    8. Shengjie Li & Yangdong Xu & Manxue You & Shengkun Zhu, 2018. "Constrained Extremum Problems and Image Space Analysis—Part III: Generalized Systems," Journal of Optimization Theory and Applications, Springer, vol. 177(3), pages 660-678, June.
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    12. Xiangkai Sun & Kok Lay Teo & Liping Tang, 2019. "Dual Approaches to Characterize Robust Optimal Solution Sets for a Class of Uncertain Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 182(3), pages 984-1000, September.
    13. Letizia Pellegrini, 2018. "Some Perspectives on Set-Valued Optimization via Image Space Analysis," Journal of Optimization Theory and Applications, Springer, vol. 177(3), pages 811-815, June.
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    Cited by:

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    2. Yang-Dong Xu & Cheng-Ling Zhou & Sheng-Kun Zhu, 2021. "Image Space Analysis for Set Optimization Problems with Applications," Journal of Optimization Theory and Applications, Springer, vol. 191(1), pages 311-343, October.

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