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Global well-posedness of set-valued optimization with application to uncertain problems

Author

Listed:
  • Kuntal Som

    (Indian Institute of Technology Madras)

  • V. Vetrivel

    (Indian Institute of Technology Madras)

Abstract

Well-posedness for optimization problems is a well-known notion and has been studied extensively for scalar, vector and set-valued optimization problems. There is a broad classification in terms of pointwise and global well-posedness notions in vector and set-valued optimization problems. We have focused on global well-posedness for set-valued optimization problems in this paper. A number of notions of global well-posedness for set-valued optimization problems already exist in the literature. However, we found equivalence between some existing notions of global well-posedness for set-valued optimization problems and also found scope of improving and extending the research in that field. That has been the first aim of this paper. On the other hand, robust approach towards uncertain optimization problems is another growing area of research. The well-posedness for the robust counterparts have been explored in very few papers, and that too only in the scalar and vector cases (see (Anh et al. in Ann Oper Res 295(2):517–533, 2020), (Crespi et al. in Ann Oper Res 251(1–2):89–104, 2017)). Therefore, the second aim of this paper is to study some global well-posedness properties of the robust formulation of uncertain set-valued optimization problems that generalize the concept of the well-posedness of robust formulation of uncertain vector optimization problems as discussed in Anh et al. (Ann Oper Res 295(2):517–533, 2020), Crespi et al. (Ann Oper Res 251(1–2):89–104, 2017).

Suggested Citation

  • Kuntal Som & V. Vetrivel, 2023. "Global well-posedness of set-valued optimization with application to uncertain problems," Journal of Global Optimization, Springer, vol. 85(2), pages 511-539, February.
  • Handle: RePEc:spr:jglopt:v:85:y:2023:i:2:d:10.1007_s10898-022-01208-1
    DOI: 10.1007/s10898-022-01208-1
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    References listed on IDEAS

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    1. Kuntal Som & V. Vetrivel, 2021. "On robustness for set-valued optimization problems," Journal of Global Optimization, Springer, vol. 79(4), pages 905-925, April.
    2. X. J. Long & J. W. Peng, 2013. "Generalized B-Well-Posedness for Set Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 157(3), pages 612-623, June.
    3. M. Durea, 2007. "Scalarization for pointwise well-posed vectorial problems," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 66(3), pages 409-418, December.
    4. Yu Han & Nan-jing Huang, 2018. "Continuity and Convexity of a Nonlinear Scalarizing Function in Set Optimization Problems with Applications," Journal of Optimization Theory and Applications, Springer, vol. 177(3), pages 679-695, June.
    5. Kuntal Som & Vellaichamy Vetrivel, 2022. "A Note on Pointwise Well-Posedness of Set-Valued Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 192(2), pages 628-647, February.
    6. Xian-Jun Long & Jian-Wen Peng & Zai-Yun Peng, 2015. "Scalarization and pointwise well-posedness for set optimization problems," Journal of Global Optimization, Springer, vol. 62(4), pages 763-773, August.
    7. Giovanni P. Crespi & Mansi Dhingra & C. S. Lalitha, 2018. "Pointwise and global well-posedness in set optimization: a direct approach," Annals of Operations Research, Springer, vol. 269(1), pages 149-166, October.
    8. Giovanni P. Crespi & Daishi Kuroiwa & Matteo Rocca, 2017. "Quasiconvexity of set-valued maps assures well-posedness of robust vector optimization," Annals of Operations Research, Springer, vol. 251(1), pages 89-104, April.
    9. Ehrgott, Matthias & Ide, Jonas & Schöbel, Anita, 2014. "Minmax robustness for multi-objective optimization problems," European Journal of Operational Research, Elsevier, vol. 239(1), pages 17-31.
    10. Meenakshi Gupta & Manjari Srivastava, 2019. "Well-posedness and scalarization in set optimization involving ordering cones with possibly empty interior," Journal of Global Optimization, Springer, vol. 73(2), pages 447-463, February.
    11. A. Ben-Tal & A. Nemirovski, 1998. "Robust Convex Optimization," Mathematics of Operations Research, INFORMS, vol. 23(4), pages 769-805, November.
    12. Andreas H. Hamel & Andreas Löhne, 2018. "A set optimization approach to zero-sum matrix games with multi-dimensional payoffs," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 88(3), pages 369-397, December.
    13. L. Q. Anh & T. Q. Duy & D. V. Hien, 2020. "Well-posedness for the optimistic counterpart of uncertain vector optimization problems," Annals of Operations Research, Springer, vol. 295(2), pages 517-533, December.
    14. Klamroth, Kathrin & Köbis, Elisabeth & Schöbel, Anita & Tammer, Christiane, 2017. "A unified approach to uncertain optimization," European Journal of Operational Research, Elsevier, vol. 260(2), pages 403-420.
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