Set-based Robust Optimization of Uncertain Multiobjective Problems via Epigraphical Reformulations

In this paper, we study a method for finding robust solutions to multiobjective optimization problems under uncertainty. We follow the set-based minmax approach for handling the uncertainties which leads to a certain set optimization problem with the strict upper type set relation. We introduce, under some assumptions, a reformulation using instead the strict lower type … Read more

A unified scheme for scalarization in set optimization

In this work, we propose a new scheme for scalarization in set optimization studied with the Kuroiwa set appoach. First, we define an abstract scalarizing function possessing properties such as global Lipschizity, sublinearity, cone monotonicity, cone representation property, cone interior representation property and uniform positivity. Next, we use this function to define the so called … Read more

A Vectorization Scheme for Nonconvex Set Optimization Problems

In this paper, we study a solution approach for set optimization problems with respect to the lower set less relation. This approach can serve as a base for numerically solving set optimization problems by using established solvers from multiobjective optimization. Our strategy consists of deriving a parametric family of multiobjective optimization problems whose optimal solution … Read more

A Steepest Descent Method for Set Optimization Problems with Set-Valued Mappings of Finite Cardinality

In this paper, we study a first-order solution method for a particular class of set optimization problems where the solution concept is given by the set approach. We consider the case in which the set-valued objective mapping is identified by a finite number of continuously differentiable selections. The corresponding set optimization problem is then equivalent … Read more

On classes of set optimization problems which are reducible to vector optimization problems and its impact on numerical test instances

Set optimization with the set approach has recently gained increasing interest due to its practical relevance. In this problem class one studies optimization problems with a set-valued objective map and defines optimality based on a direct comparison of the images of the objective function, which are sets here. Meanwhile, in the literature a wide range … Read more

A Hausdorff-type distance, a directional derivative of a set-valued map and applications in set optimization

In this paper, we follow Kuroiwa’s set approach in set optimization, which proposes to compare values of a set-valued objective map $F$ respect to various set order relations. We introduce a Hausdorff-type distance relative to an ordering cone between two sets in a Banach space and use it to define a directional derivative for $F$. … Read more