Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations

Abstract

In this paper we present new concepts of efficiency for uncertain multi-objective optimization problems. We analyze the connection between the concept of minmax robust efficiency presented by Ehrgott et al. (Eur J Oper Res, 2014, doi:10.1016/j.ejor.2014.03.013) and the upper set less order relation <=(u)(s) introduced by Kuroiwa (1998, 1999). From this connection we derive new concepts of efficiency for uncertain multi-objective optimization problems by replacing the set ordering with other set orderings. Those are namely the lower set less ordering (see Kuroiwa 1998, 1999), the set less ordering (see Nishnianidze in Soobshch Akad Nauk Gruzin SSR 114(3):489-491, 1984; Young in Math Ann 104(1):260-290, 1931, doi:10.1007/BF01457934; Eichfelder and Jahn in Vector Optimization. Springer, Berlin, 2012), the certainly less ordering (see Eichfelder and Jahn in Vector Optimization. Springer, Berlin, 2012), and the alternative set less ordering (see Ide et al. in Fixed Point Theory Appl, 2014, doi:10.1186/1687-1812-2014-83; Kobis 2014). We analyze the resulting concepts of efficiency and present numerical results on the occurrence of the various concepts. We conclude the paper with a short comparison between the concepts, and an outlook to further work.