A concept of a robust solution of a multicriterial linear programming problem
Central European Journal of Operations Research, 2011, vol. 19, issue 4, 605-613
A new concept of a robust solution of a multicriterial linear programming problem is proposed. The robust solution is understood here as the best starting point, prepared while the preferences of the decision maker with respect to the criteria are still unknown, for the adaptation of the solution to the preferences of the decision maker, once they are finally known. The objective is the total cost of the initial preparation and of the later potential adaptation of the solution. In the starting robust solution the decision variables may have interval values. The problem can be solved by means of the simplex algorithm. A numerical example illustrates the approach. Copyright The Author(s) 2011
Keywords: Multicriteria programming; Robust solution (search for similar items in EconPapers)
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