Minimax regret solution to linear programming problems with an interval objective function

From MaRDI portal
Publication:1390240

DOI10.1016/0377-2217(94)00092-QzbMath0914.90196OpenAlexW2160575059MaRDI QIDQ1390240

Masahiro Inuiguchi, Masatoshi Sakawa

Publication date: 14 July 1998

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(94)00092-q



Related Items

On the complexity of minmax regret linear programming, Minimax regret solution to multiobjective linear programming problems with interval objective functions coefficients, The Karush-Kuhn-Tucker optimality conditions in multiobjective programming problems with interval-valued objective functions, Adjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization Problems, Robust optimal solutions in interval linear programming with forall-exists quantifiers, Generation of some methods for solving interval multi-objective linear programming models, Robust Optimization by Fuzzy Linear Programming, Convex optimization of interval valued functions on mixed domains, Multiple objective linear programming models with interval coefficients -- an illustrated overview, A comparative study on interval arithmetic operations with intuitionistic fuzzy numbers for solving an intuitionistic fuzzy multi-objective linear programming problem, The \(F\)-objective function method for differentiable interval-valued vector optimization problems, Calculus for interval-valued functions using generalized Hukuhara derivative and applications, A multi-objective robust possibilistic programming approach to sustainable public transportation network design, Robust Algorithms for TSP and Steiner Tree, Robust optimality analysis of non-degenerate basic feasible solutions in linear programming problems with fuzzy objective coefficients, Interval variational inequalities and their relationship with interval optimization problems, An ensemble framework for assessing solutions of interval programming problems, Robust multi-market newsvendor models with interval demand data, Optimization problems with evidential linear objective, Minmax regret combinatorial optimization problems with ellipsoidal uncertainty sets, Cultural particle swarm optimization algorithms for uncertain multi-objective problems with interval parameters, Linear bilevel programming with interval coefficients, An enumerative algorithm for computing all possibly optimal solutions to an interval LP, An alternative optimization technique for interval objective constrained optimization problems via multiobjective programming, A relationship between probability interval and random sets and its application to linear optimization with uncertainties, A fuzzy logic based approach to solve interval multiobjective nonlinear transportation problem, Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem, Robust combinatorial optimization under convex and discrete cost uncertainty, Multiobjective optimization under uncertainty: a multiobjective robust (relative) regret approach, Violation analysis on two-step method for interval linear programming, Optimality conditions for generalized differentiable interval-valued functions, Linear programming with interval right hand sides, Evolutionary technique based goal programming approach to chance constrained interval valued bilevel programming problems, Robust possibilistic programming for socially responsible supply chain network design: a new approach, A robust lot sizing problem with ill-known demands, Location-allocation planning of stockpiles for effective disaster mitigation, A robust possibilistic programming model for a responsive closed loop supply chain network design, Maximum excess dominance: identifying impractical solutions in linear problems with interval coefficients, Novel robust fuzzy mathematical programming methods, On interval portfolio selection problem, Optimality conditions of type KKT for optimization problem with interval-valued objective function via generalized derivative, Pessimistic, optimistic, and minimax regret approaches for linear programs under uncertainty, New conditions for testing necessarily/possibly efficiency of non-degenerate basic solutions based on the tolerance approach, A new equivalent transformation for interval inequality constraints of interval linear programming, Using modified maximum regret for finding a necessarily efficient solution in an interval MOLP problem, A novel robust fuzzy stochastic programming for closed loop supply chain network design under hybrid uncertainty, Min-max and min-max regret versions of combinatorial optimization problems: A survey, Finding efficient solutions in the interval multi-objective linear programming models, Robust optimization under softness in a fuzzy linear programming problem, Choosing robust solutions in discrete optimization problems with fuzzy costs, Enhanced-interval linear programming, Minmax regret approach and optimality evaluation in combinatorial optimization problems with interval and fuzzy weights, Generalized-Hukuhara penalty method for optimization problem with interval-valued functions and its application in interval-valued portfolio optimization problems, Portfolio selection under independent possibilistic information, A heuristic to minimax absolute regret for linear programs with interval objective function coefficients, An interval portfolio selection problem based on regret function, An Extended Necessity Measure Maximisation Incorporating the Trade-Off between Robustness and Satisfaction in Fuzzy LP Problems, Some results in interval multiobjective linear programming for recognizing different solutions



Cites Work