Robust optimization model for uncertain multiobjective linear programs

In this paper, we consider the multiobjective linear programs where coefficients in the objective function belong to uncertainty sets. We introduce the concept of robust efficient solutions to uncertain multiobjective linear programming problems. By using two scalarization methods, the weighted sum...

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Vydané v:Journal of inequalities and applications Ročník 2018; číslo 1; s. 22 - 11
Hlavní autori: Wang, Lei, Fang, Min
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Cham Springer International Publishing 2018
SpringerOpen
Predmet:
Analysis
Applications of Mathematics
Mathematics
Mathematics and Statistics
multiobjective linear programs
robust efficient solutions
scalarization
uncertainty sets
uncertainty sets
robust efficient solutions
90A14
multiobjective linear programs
scalarization
47S40
47H04
ISSN:1029-242X, 1025-5834, 1029-242X
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Shrnutí:In this paper, we consider the multiobjective linear programs where coefficients in the objective function belong to uncertainty sets. We introduce the concept of robust efficient solutions to uncertain multiobjective linear programming problems. By using two scalarization methods, the weighted sum method and the ϵ -constraint method, we obtain that the robust efficient solutions for uncertain multiobjective linear programs with ellipsoidal uncertainty sets and general norm uncertainty sets can be computed by some deterministic optimization problems.
Bibliografia:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 23
ISSN:1029-242X
1025-5834
1029-242X
DOI:10.1186/s13660-018-1612-3