Cybernetics And Systems Analysis logo
Editorial Board Announcements Abstracts Authors Archive
Cybernetics And Systems Analysis
International Theoretical Science Journal
-->

UDC 519.8
T.T. Lebedeva1, N.V. Semenova2, T.I. Sergienko3


1 V.M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine

lebedevatt@gmail.com

2 V.M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine

nvsemenova@meta.ua

3 V.M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine

taniaser62@gmail.com

REGULARIZATION OF THE VECTOR PROBLEM
WITH QUADRATIC CRITERIA OF PARETO OPTIMIZATION

Abstract. The article is devoted to new results related to regularization of vector (multicriteria) optimization problems on a feasible set of an arbitrary structure under possible perturbations of input data of a vector criterion. An approach to regularization of the problems of finding the Pareto set with quadratic criterion functions has been developed and substantiated.

Keywords: vector problem, vector criterion, Pareto optimality, Slater’s set, stability of the problem, perturbations of initial data, quadratic criterion functions, regularization.


full text

REFERENCES

  1. Steuer R. Multiple criteria optimization: Theory, computation and application. New York: John Wiley, 1986. 546 р.

  2. Ehrgott M. Multicriteria optimization. Berlin; Heidelberg: Springer, 2005. 323 p.

  3. Johannes J. Vector optimization. Theory, applications, and extensions. Second edition. Berlin; Heidelberg: Springer-Verlag, 2011. 481 p.

  4. Sawaragi Y., Nakayama H., Tanino T. Theory of multiobjective optimization. New York: Academic Press, 1985. 322 p.

  5. Sergienko I.V., Kozeratskaya L.N., Lebedeva T.T. Analysis of stability and parametric analysis of discrete optimization problems [in Russian]. Kyiv: Nauk. Dumka, 1995. 170 p.

  6. Sergienko I.V., Shilo V.P. Problems of discrete optimization: problems, methods of solution, research [in Russian]. Kyiv: Nauk.Dumka, 2003. 264 p.

  7. Luc D.T. Theory of vector optimization. Lecture Notes in Economics and Mathematical Systems. 1989. Vol. 39. Berlin: Springer. 184 p. doi.org/10.1007/978-3-642-50280-4.

  8. Hadamard J. Sur les problems aux derives partielles et leur signification physique. Princeton University Bulletin. 1902. Vol. 13. P. 49–52.

  9. Kozeratskaya L.N., Lebedeva T.T., Sergienko T.I. Regularization of integer vector optimization problems. Cybernetics and Systems Analysis. 1993. Vol. 29, N 3. P. 455–458. doi.org/10.1007/BF01125553 .

  10. Bank B., Guddat J., Klatte D., Kummer B., Tammer K. Non-liniar parametric optimization. Berlin: Akademie-Verlag, 1982. 226 p.

  11. Belousov E.G., Andronov V.G. Solvability and stability of polynomial programming problems [in Russian]. Moscow: Publishing house Moscow university, 1993. 272 p.

  12. Greenberg H. An annotated bibliography for post-solution analysis in mixed integer and combinatorial optimization. In: Advances in Computational and Stochastic Optimization, Logic Programming and Heuristic Search. Interfaces in Computer Science and Operations Research. Computer Science Interfaces Series. D.L Woodruff. (ed.). New York: Springer Science+Business Media, 1998. Р. 97–148. doi.org/10.1007/978-1-4757-2807-1_4.

  13. Emelichev V.A., Girlich E., Nikulin Yu.V., Podkopaev D.P. Stability and regularization of vector problems of integer linear programming. Optimization. 2002. Vol. 51, N 4. P. 645–676. doi.org/10.1080/0233193021000030760.

  14. Emelichev V.A., Podkopaev D.P. Stability and regularization of vector problems of integer linear programming. Diskretnyy analiz i issledovaniye operatsiy. 2001. Ser. 2. Vol. 8, N 1. P. 47–69.

  15. Emelichev V.A., Gurevsky E.E. On the regularization of vector integer quadratic programming problems. Cybernetics and Systems Analysis. 2009. Vol. 45, N 2. P. 274–280. doi.org/10.1007/s10559-009-9101-9 .

  16. Emelichev V.A., Kotov V.M., Kuzmin K.G., Lebedeva T.T., Semenova N.V., Sergienko T.I. Stability and effective algorithms for solving multiobjective discrete optimization problems with incomplete information. Journal of Automation and Information Sciences. 2014. Vol. 46, N 2. P. 27–41.

  17. Kozeratskaya L.N. Vector optimization problems: Stability in the decision space and in the space of alternatives. Cybernetics and Systems Analysis. 1994. Vol. 30, N 6. P. 891–899. doi.org/10.1007/BF02366448.

  18. Sergienko I.V., Lebedeva T.T., Semenova N.V. Existence of solutions in vector optimization problems. Cybernetics and Systems Analysis. 2000. Vol. 36, N 6. P. 823–828. https://doi.org/10.1023/A:1009401209157.

  19. Lebedeva T.T., Semenova N.V., Sergienko T.I. Stability of vector problems of integer optimization: Relationship with the stability of sets of optimal and nonoptimal solutions. Cybernetics and Systems Analysis. 2005. Vol. 41, N 4. P. 551–558. doi.org/10.1007/s10559-005-0090-z .

  20. Lebedeva T.T., Semenova N.V., Sergienko T.I. Qualitative characteristics of the stability vector discrete optimization problems with different optimality principles. Cybernetics and Systems Analysis. 2014. Vol. 50, N 2. P. 228–233. doi.org/10.1007/s10559-014-9609-5 .

  21. Lebedeva T.T., Semenova N.V., Sergienko T.I. Properties of perturbed cones ordering the set of feasible solutions of vector optimization problem. Cybernetics and Systems Analysis. 2014. Vol. 50, N 5. P. 712–717. doi.org/10.1007/s10559-014-9661-1 .

  22. Lebedeva T.T., Semenova N.V., Sergienko T.I. Multi-objective optimization problem: Stability against perturbations of input data in vector-valued criterion. Cybernetics and Systems Analysis. 2020. Vol. 56, N 6. P. 953–958. doi.org/10.1007/s10559-020-00315-9.

  23. Lebedeva T.T., Semenova N.V., Sergienko T.I. Stability and regularization of vector optimization problems under possible criteria disturbances. Cybernetics and Systems Analysis. 2022, Vol. 58, N 5. P. 721–726. doi.org/10.1007/s10559-022-00505-7.

  24. Pareto V. Manuel d'economie politique. Paris: V. Giard & E. Briere, 1909.

  25. Lyashko I.I., Emelyanov V.F., Boyarchuk O.K. Mathematical analysis [in Russian]. Part 1. Kyiv: Vyshcha shkola, 1992. 495 p.




© 2023 Kibernetika.org. All rights reserved.