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Robustness for uncertain multi-objective optimization: a survey and analysis of different concepts

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Abstract

In this paper, we discuss various concepts of robustness for uncertain multi-objective optimization problems. We extend the concepts of flimsily, highly, and lightly robust efficiency and we collect different versions of minmax robust efficiency and concepts based on set order relations from the literature. Altogether, we compare and analyze ten different concepts and point out their relations to each other. Furthermore, we present reduction results for the class of objective-wise uncertain multi-objective optimization problems.

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Authors and Affiliations

  1. DFG RTG 1703 Resource Efficiency in Interorganizational Networks, Institute for Numerical and Applied Mathematics, Lotzestr. 16-18, 37083, Göttingen, Germany

    Jonas Ide

  2. Institute for Numerical and Applied Mathematics, Lotzestr. 16-18, 37083, Göttingen, Germany

    Anita Schöbel

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  1. Jonas Ide
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  2. Anita Schöbel
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Correspondence to Jonas Ide.

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Supported by DFG RTG 1703 Resource Efficiency in Interorganizational Networks.

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Ide, J., Schöbel, A. Robustness for uncertain multi-objective optimization: a survey and analysis of different concepts. OR Spectrum 38, 235–271 (2016). https://doi.org/10.1007/s00291-015-0418-7

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