Abstract
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.
| Lingua originale | Inglese |
|---|---|
| Numero di pagine | 16 |
| Stato di pubblicazione | Pubblicato - 2011 |
Keywords
- Condition Number
- Eckart-Young theorem
- sensitivity in multiobjective optimization
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