TY - UNPB
T1 - Some results on condition numbers in convex multiobjective optimization
AU - Bianchi, Monica
AU - Miglierina, Enrico
AU - Molho, Elena
AU - Pini, Rita
PY - 2011
Y1 - 2011
N2 - Abstract Various notions of condition numbers are used to study some sensitivity aspects of scalar optimization problems. The aim of this paper is to introduce a notion of condition number to treat the case of a multiobjective optimization problem defined via m convex C^{1,1} objective functions on a given closed ball in \mathbb{R}^{n}.
Two approaches are proposed: the first one adopts a local point of view around a solution point, whereas the second one considers the solution set as a whole. We underline that, in the scalar case, both of them reduce to the condition number proposed by Zolezzi. Extensions of the Eckart--Young distance theorem are proved in both cases.
AB - Abstract Various notions of condition numbers are used to study some sensitivity aspects of scalar optimization problems. The aim of this paper is to introduce a notion of condition number to treat the case of a multiobjective optimization problem defined via m convex C^{1,1} objective functions on a given closed ball in \mathbb{R}^{n}.
Two approaches are proposed: the first one adopts a local point of view around a solution point, whereas the second one considers the solution set as a whole. We underline that, in the scalar case, both of them reduce to the condition number proposed by Zolezzi. Extensions of the Eckart--Young distance theorem are proved in both cases.
KW - Condition Number
KW - Eckart-Young theorem
KW - sensitivity in multiobjective optimization
KW - Condition Number
KW - Eckart-Young theorem
KW - sensitivity in multiobjective optimization
UR - http://hdl.handle.net/10807/28860
M3 - Working paper
BT - Some results on condition numbers in convex multiobjective optimization
ER -