Robust aspects of solutions in deterministic multiple objective linear programming

被引：35

作者：

Georgiev, Pando Gr. ^{[1
]}

Luc, Dinh The ^{[2
,3
]}

Pardalos, Panos M. ^{[1
,4
]}

机构：

[1] Univ Florida, Dept Ind & Syst Engn, CAO, Gainesville, FL 32611 USA

[2] Avignon Univ, LMA EA2151, Avignon, France

[3] Vietnam Acad Sci & Technol, CIID, Hanoi, Vietnam

[4] Natl Res Univ, Higher Sch Econ, LATNA, Moscow 101000, Russia

来源：

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH | 2013年 / 229卷 / 01期

关键词：

Multiple objective linear problem; Robust efficient solutions; Radius of robustness; SENSITIVITY-ANALYSIS; OPTIMIZATION; TOLERANCE; STABILITY;

D O I：

10.1016/j.ejor.2013.02.037

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

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 criteria/objective matrix undergoes some alterations. 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. (C) 2013 Elsevier B.V. All rights reserved.

引用

页码：29 / 36

页数：8

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