Minimax regret solution to linear programming problems with an interval objective function
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- scientific article; zbMATH DE number 721836
- Minimax regret solution to multiobjective linear programming problems with interval objective functions coefficients
- A heuristic to minimax absolute regret for linear programs with interval objective function coefficients
- Weighted sum of maximum regrets in an interval MOLP problem
- An achievement rate approach to linear programming problems with an interval objective function
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Cited in
(62)- Robust Algorithms for TSP and Steiner Tree
- The \(F\)-objective function method for differentiable interval-valued vector optimization problems
- A robust possibilistic programming model for a responsive closed loop supply chain network design
- An Extended Necessity Measure Maximisation Incorporating the Trade-Off between Robustness and Satisfaction in Fuzzy LP Problems
- A multi-objective robust possibilistic programming approach to sustainable public transportation network design
- Optimization problems with evidential linear objective
- Interval variational inequalities and their relationship with interval optimization problems
- Cultural particle swarm optimization algorithms for uncertain multi-objective problems with interval parameters
- Multiple objective linear programming models with interval coefficients -- an illustrated overview
- Calculus for interval-valued functions using generalized Hukuhara derivative and applications
- Robust optimality analysis of non-degenerate basic feasible solutions in linear programming problems with fuzzy objective coefficients
- On the complexity of minmax regret linear programming
- Min-max and min-max regret versions of combinatorial optimization problems: A survey
- Minmax regret combinatorial optimization problems with ellipsoidal uncertainty sets
- Linear programming with interval right hand sides
- Maximum excess dominance: identifying impractical solutions in linear problems with interval coefficients
- Location-allocation planning of stockpiles for effective disaster mitigation
- On interval portfolio selection problem
- Minimax regret solution to multiobjective linear programming problems with interval objective functions coefficients
- The Robust (Minmax Regret) Quadratic Assignment Problem with Interval Flows
- Generalized-Hukuhara penalty method for optimization problem with interval-valued functions and its application in interval-valued portfolio optimization problems
- A relationship between probability interval and random sets and its application to linear optimization with uncertainties
- Adjustable robust optimization reformulations of two-stage worst-case regret minimization problems
- A new equivalent transformation for interval inequality constraints of interval linear programming
- An ensemble framework for assessing solutions of interval programming problems
- Robust optimization by fuzzy linear programming
- New conditions for testing necessarily/possibly efficiency of non-degenerate basic solutions based on the tolerance approach
- Robust possibilistic programming for socially responsible supply chain network design: a new approach
- Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem
- Linear bilevel programming with interval coefficients
- An interval portfolio selection problem based on regret function
- Optimality conditions for generalized differentiable interval-valued functions
- scientific article; zbMATH DE number 721836 (Why is no real title available?)
- Robust combinatorial optimization under convex and discrete cost uncertainty
- A robust lot sizing problem with ill-known demands
- Novel robust fuzzy mathematical programming methods
- A novel robust fuzzy stochastic programming for closed loop supply chain network design under hybrid uncertainty
- An enumerative algorithm for computing all possibly optimal solutions to an interval LP
- Portfolio selection under independent possibilistic information
- A comparative study on interval arithmetic operations with intuitionistic fuzzy numbers for solving an intuitionistic fuzzy multi-objective linear programming problem
- Weighted sum of maximum regrets in an interval MOLP problem
- A heuristic to minimax absolute regret for linear programs with interval objective function coefficients
- Generation of some methods for solving interval multi-objective linear programming models
- Enhanced-interval linear programming
- Robust optimal solutions in interval linear programming with forall-exists quantifiers
- Evolutionary technique based goal programming approach to chance constrained interval valued bilevel programming problems
- Multiobjective optimization under uncertainty: a multiobjective robust (relative) regret approach
- Robust multi-market newsvendor models with interval demand data
- The Karush-Kuhn-Tucker optimality conditions in multiobjective programming problems with interval-valued objective functions
- Minimising the maximum relative regret for linear programmes with interval objective function coefficients
- Minmax regret approach and optimality evaluation in combinatorial optimization problems with interval and fuzzy weights
- A fuzzy logic based approach to solve interval multiobjective nonlinear transportation problem
- Pessimistic, optimistic, and minimax regret approaches for linear programs under uncertainty
- Some results in interval multiobjective linear programming for recognizing different solutions
- Violation analysis on two-step method for interval linear programming
- Using modified maximum regret for finding a necessarily efficient solution in an interval MOLP problem
- Choosing robust solutions in discrete optimization problems with fuzzy costs
- Convex optimization of interval valued functions on mixed domains
- Optimality conditions of type KKT for optimization problem with interval-valued objective function via generalized derivative
- Finding efficient solutions in the interval multi-objective linear programming models
- An alternative optimization technique for interval objective constrained optimization problems via multiobjective programming
- Robust optimization under softness in a fuzzy linear programming problem
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