Generalized multiobjective robustness and relations to set-valued optimization

摘要

In this paper, we provide the augmented weighted Tschebyscheff scalarization to computing robust efficient solutions for uncertain multiobjective optimization problems (UMOPs). Furthermore, we propose two generalized robustness concepts called the minmax certainly nondominated ordered robustness and the certainly less ordered robustness to general spaces and cones in the context of set orderings. Some explanations for both concepts are given, as well as the relations between them and several existing robustness are clearly described. Finally, the corresponding relationships to set-valued optimization are well revealed.