Robust aspects of solutions in deterministic multiple objective linear programming

Pando Gr. Georgiev, Dinh The Luc and Panos M. Pardalos

European Journal of Operational Research, 2013, vol. 229, issue 1, 29-36

Abstract: 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.

Keywords: Multiple objective linear problem; Robust efficient solutions; Radius of robustness (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (12)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:229:y:2013:i:1:p:29-36

DOI: 10.1016/j.ejor.2013.02.037

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