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Scalarization of Multiobjective Robust Optimization Problems

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Abstract

In this paper, we introduce several robustness concepts for uncertain multiobjective optimization problems and using polar cone and some scalarization functions we characterize these concepts. We provide some equivalent characterizations for various robust solutions to uncertain multiobjective optimization problems based on a set approach.

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Further Reading

  • Khoshkhabar-amiranloo S, Khorram E (2015) Pointwise well-posedness and scalarization in set optimization. Math Meth Oper Res 82:195–210

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  • Khoshkhabar-amiranloo S, Khorram E (2017) Scalarization of Levitin-Polyak well-posed set optimization problems. Optimization 66:113–127

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Acknowledgements

The author is grateful to the anonymous referees for their helpful comments on the first version of this paper.

Funding

This research was in part supported by a grant from IPM [grant number 98900028].

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Authors and Affiliations

  1. School of Mathematics, Institute for Research in Fundamental Sciences (IPM), 19395-5746, Tehran, Iran

    S. Khoshkhabar-amiranloo

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  1. S. Khoshkhabar-amiranloo
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Correspondence to S. Khoshkhabar-amiranloo.

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Khoshkhabar-amiranloo, S. Scalarization of Multiobjective Robust Optimization Problems. SN Oper. Res. Forum 2, 40 (2021). https://doi.org/10.1007/s43069-021-00082-z

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