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Guaranteeing highly robust weakly efficient solutions for uncertain multi-objective convex programs
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DOI：10.1016/j.ejor.2018.03.018.png)
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Abstract
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This paper deals with uncertain multi-objective convex programming problems, where the data of the objective function or the constraints or both are allowed to be uncertain within specified uncertainty sets. We present sufficient conditions for the existence of highly robust weakly efficient solutions, that is, robust feasible solutions which are weakly efficient for any possible instance of the objective function within a specified uncertainty set. This is done by way of estimating the radius of highly robust weak efficiency under linearly distributed uncertainty of the objective functions. In the particular case of robust quadratic multi-objective programs, we show that these sufficient conditions can be expressed in terms of the original data of the problem, extending and improving the corresponding results in the literature for robust multi-objective linear programs under ball uncertainty. (C) 2018 Elsevier B.V. All rights reserved.
Keywords:
Robustness and sensitivity analysis
Multi-objective optimization
Convex optimization
Robust optimization
Robust efficient solutions
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