Robust aspects of solutions in deterministic multiple objective linear programming

We study questions of robustness of linear multiple objective problems in the sense of post-optimal analysis , that is, we study conditions under which a given efficient solution remains efficient when the crite-ria/objective matrix undergoes some alteratio ns. We consider addition or removal of cer...

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Bibliographic Details
Published in:European journal of operational research
Main Authors: Georgiev, Pando Gr, Dinh, The Luc, Pardalos, Panos M.
Format: Journal Article
Language:English
Published: Elsevier 28.02.2013
Subjects:
Mathematics
ISSN:0377-2217, 1872-6860
Online Access:Get full text
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Summary:We study questions of robustness of linear multiple objective problems in the sense of post-optimal analysis , that is, we study conditions under which a given efficient solution remains efficient when the crite-ria/objective matrix undergoes some alteratio ns. We consider addition or removal of certain criteria, convex combination with another criteria matrix, or small perturbations of its entries. We provide a necessary and sufficient condition for robustness in a verifiable form and give two formulae to compute the radius of robustness.
ISSN:0377-2217
1872-6860
DOI:10.1016/j.ejor.2013.02.037