Aubin property for solution set in multi-objective programming

被引:0
作者
Rahimi, Morteza [1 ,2 ]
Soleimani-damaneh, Majid [1 ]
机构
[1] Univ Tehran, Coll Sci, Sch Math Stat & Comp Sci, Tehran, Iran
[2] Kharazmi Univ, Fac Math Sci & Comp, Tehran, Iran
关键词
Variational analysis; Perturbation in optimization; Multi-objective programming; Aubin stability; Tilt-stability; Full-stability; TILT STABILITY; FULL STABILITY; ROBUSTNESS; EFFICIENCY;
D O I
10.1007/s10898-022-01209-0
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper, the behavior of the solutions of a multi-objective optimization problem, whose the objective functions are perturbed by adding a small linear term, is analyzed. In this regard, a new notion of Lipschitzian stability, by means of the Aubin property of the solution set, is defined. Lipschitz stable locally efficient solutions, as generalization of tilt/full stable solutions, are introduced and characterized by modern variational analysis tools. Applying the weighted sum method, the relationships between these solutions and full-stable local optimal solutions of the scalarized problem are investigated. The key tools in deriving our results come from the first- and second-order variational analysis.
引用
收藏
页码:441 / 460
页数:20
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