Set-based robust optimization of uncertain multiobjective problems via epigraphical reformulations

Gabriele Eichfelder and Ernest Quintana

European Journal of Operational Research, 2024, vol. 313, issue 3, 871-882

Abstract: In this paper, we study a method for finding robust solutions to multiobjective optimization problems under uncertainty. We follow the set-based minmax approach for handling the uncertainties which leads to a certain set optimization problem with the strict upper type set relation. We introduce, under some assumptions, a reformulation using instead the strict lower type set relation without sacrificing the compactness property of the image sets. This allows to apply vectorization results to characterize the optimal solutions of these set optimization problems as optimal solutions of a multiobjective optimization problem. We end up with multiobjective semi-infinite problems which can then be studied with classical techniques from the literature.

Keywords: Multiple objective programming; Robustness and sensitivity analysis; Set optimization; Semi-infinite programming (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:313:y:2024:i:3:p:871-882

DOI: 10.1016/j.ejor.2023.09.017

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