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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| Vydané v: | European journal of operational research |
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| Hlavní autori: | , , |
| Médium: | Journal Article |
| Jazyk: | English |
| Vydavateľské údaje: |
Elsevier
28.02.2013
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| Predmet: | |
| ISSN: | 0377-2217, 1872-6860 |
| On-line prístup: | Získať plný text |
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| Shrnutí: | 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. |
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| ISSN: | 0377-2217 1872-6860 |
| DOI: | 10.1016/j.ejor.2013.02.037 |