Improvement Sets and Robust Multiobjective Optimization

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  • 1 School of Mathematics and Statistics, Shaanxi Normal University, Xi'an 710062, Shaanxi, China;
    2 College of Mathematics and Statistics, Chongqing University, Chongqing 401331, China

Received date: 2022-08-02

  Revised date: 2023-08-29

  Online published: 2026-03-16

Supported by

This research was supported by the National Natural Science Foundation of China (Nos.12001348 and 11971078),and the Fundamental Research Funds for the Central Universities (Nos.GK202301006 and GK202304002).

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.

Cite this article

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 . DOI: 10.1007/s40305-023-00514-z

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