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

Author

Listed:
  • Jonas Ide

    (Institute for Numerical and Applied Mathematics)

  • Anita Schöbel

    (Institute for Numerical and Applied Mathematics)

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.

Suggested Citation

  • Jonas Ide & Anita Schöbel, 2016. "Robustness for uncertain multi-objective optimization: a survey and analysis of different concepts," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 38(1), pages 235-271, January.
    • Handle: RePEc:spr:orspec:v:38:y:2016:i:1:d:10.1007_s00291-015-0418-7
    DOI: 10.1007/s00291-015-0418-7
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    References listed on IDEAS

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