On highly robust efficient solutions to uncertain multiobjective linear programs
From MaRDI portal
Publication:1991250
DOI10.1016/j.ejor.2018.07.035zbMath1403.90603OpenAlexW2883485865MaRDI QIDQ1991250
Garrett M. Dranichak, Margaret M. Wiecek
Publication date: 30 October 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://www.osti.gov/biblio/1822989
multiple objective programmingrobust multiobjective optimizationpolar conesacute conesobjective-wise uncertainty
Multi-objective and goal programming (90C29) Sensitivity, stability, parametric optimization (90C31) Linear programming (90C05)
Related Items (6)
Optimality conditions for robust nonsmooth multiobjective optimization problems in asplund spaces ⋮ Various approaches to multiobjective linear programming problems with interval costs and interval weights ⋮ Multiobjective optimization under uncertainty: a multiobjective robust (relative) regret approach ⋮ The price of multiobjective robustness: analyzing solution sets to uncertain multiobjective problems ⋮ Decision making in multiobjective optimization problems under uncertainty: balancing between robustness and quality ⋮ Pareto solutions in multicriteria optimization under uncertainty
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Some results in interval multiobjective linear programming for recognizing different solutions
- Minmax robustness for multi-objective optimization problems
- Bi-objective robust optimisation
- Criteria and dimension reduction of linear multiple criteria optimization problems
- Possible and necessary efficiency in possibilistic multiobjective linear programming problems and possible efficiency test
- Multiple objective linear programming models with interval coefficients -- an illustrated overview
- On the hardness of computing intersection, union and Minkowski sum of polytopes
- Relative importance of criteria in multiobjective programming: a cone-based approach
- Theory of multiobjective optimization
- Trees and hills: methodology for maximizing functions of systems of linear relations
- Fundamentals of convex analysis. Duality, separation, representation, and resolution
- Complexity of necessary efficiency in interval linear programming and multiobjective linear programming
- Using modified maximum regret for finding a necessarily efficient solution in an interval MOLP problem
- Cone convexity, cone extreme points, and nondominated solutions in decision problems with multiobjectives
- Robust solutions to multi-objective linear programs with uncertain data
- Robust Convex Optimization
- Multiobjective Linear Programming
- Multiple Objective Linear Programming with Parametric Criteria Coefficients
- Interactive Coordination of Objective Decompositions in Multiobjective Programming
- Linear Multiple Objective Problems with Interval Coefficients
- A LIBRARY FOR DOING POLYHEDRAL OPERATIONS
- Multicriteria Optimization
- Convex Analysis
- Convexity recognition of the union of polyhedra
- Robustness for uncertain multi-objective optimization: a survey and analysis of different concepts
This page was built for publication: On highly robust efficient solutions to uncertain multiobjective linear programs