 On highly robust efficient solutions to uncertain multiobjective linear programsGarrett M. Dranichak and Margaret M. Wiecek European Journal of Operational Research, 2019, vol. 273, issue 1, 20-30 Abstract: Decision making in the presence of uncertainty and multiple conflicting objectives is a real-life issue in many areas of human activity. To address this type of problem, we study highly robust (weakly) efficient solutions to uncertain multiobjective linear programs (UMOLPs) with objective-wise uncertainty in the objective function coefficients. We develop properties of the highly robust efficient set, characterize highly robust (weakly) efficient solutions using the cone of improving directions associated with the UMOLP, derive several upper and lower bound sets on the highly robust (weakly) efficient set, and present a robust counterpart for a class of UMOLPs. As various results rely on the acuteness of the cone of improving directions, we also propose methods to verify this property. Keywords: Multiple objective programming; Robust multiobjective optimization; Objective-wise uncertainty; Polar cones; Acute cones (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:273:y:2019:i:1:p:20-30 DOI: 10.1016/j.ejor.2018.07.035 Access Statistics for this article European Journal of Operational Research is currently edited by Roman Slowinski, Jesus Artalejo, Jean-Charles. Billaut, Robert Dyson and Lorenzo Peccati More articles in European Journal of Operational Research from Elsevier |
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