Characterization of the norm-based robust solutions in vector optimization
Optimization and Control
2019-06-18 v1
Abstract
In this paper, we study the norm-based robust (efficient) solutions of a Vector Optimization Problem (VOP). We define two kinds of non-ascent directions in terms of Clarke's generalized gradient and characterize norm-based robustness by means of the newly-defined directions. This is done under a basic Constraint Qualification (CQ). We extend the provided characterization to VOPs with conic constraints. Moreover, we derive a necessary condition for norm-based robustness utilizing a nonsmooth gap function.
Cite
@article{arxiv.1906.06656,
title = {Characterization of the norm-based robust solutions in vector optimization},
author = {Morteza Rahimi and Majid Soleimani-damaneh},
journal= {arXiv preprint arXiv:1906.06656},
year = {2019}
}
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24 pages