Improvement Sets and Robust Multiobjective Optimization

doi:10.1007/s40305-023-00514-z

Abstract

Abstract: In this paper, a new notion called E-optimality is proposed by virtue of improvement sets E for uncertain multiobjective optimization problems, which has close connections to many known robustness concepts and can be seen as a unified approach to dealingwithmultiobjectiverobust efficiency. Subsequently,we discuss the existence of E-optimal solutions and obtain existence results under mild assumptions. By means of linear and nonlinear scalarizing functions, some characterizations of E-optimal solutions are well established, respectively. Finally, several examples are given to show the effectiveness of the results.

Key words: Multiobjective optimization, Robustness and sensitivity analysis, Improvement sets, Scalarization

CLC Number:

Hong-Zhi Wei, Chun-Rong Chen, Sheng-Jie Li. Improvement Sets and Robust Multiobjective Optimization[J]. Journal of the Operations Research Society of China, 2026, 14(1): 210-228.

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