Maximum excess dominance: identifying impractical solutions in linear problems with interval coefficients
From MaRDI portal
Publication:2282559
DOI10.1016/j.ejor.2019.09.030zbMath1430.90399OpenAlexW2973366819WikidataQ127226147 ScholiaQ127226147MaRDI QIDQ2282559
Chunling Luo, Xiao Liu, Chin-Hon Tan
Publication date: 8 January 2020
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2019.09.030
Minimax problems in mathematical programming (90C47) Linear programming (90C05) Combinatorial optimization (90C27) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)
Related Items
Cites Work
- The robust (minmax regret) single machine scheduling with interval processing times and total weighted completion time objective
- Identifying preferred solutions to multi-objective binary optimisation problems, with an application to the multi-objective knapsack problem
- Exact and heuristic algorithms for the interval data robust assignment problem
- A minmax regret version of the time-dependent shortest path problem
- Complexity of the min-max and min-max regret assignment problems
- Multiple objective linear programming models with interval coefficients -- an illustrated overview
- A new model for path planning with interval data
- Min-max and min-max regret versions of combinatorial optimization problems: A survey
- Minimax regret solution to linear programming problems with an interval objective function
- On the robust shortest path problem.
- Robust discrete optimization and network flows
- On comparing interval numbers
- Algorithms and uncertainty sets for data-driven robust shortest path problems
- A double oracle approach to minmax regret optimization problems with interval data
- Interval data minmax regret network optimization problems
- Robust optimization-methodology and applications
- On the complexity of minmax regret linear programming
- Algorithms for the minmax regret path problem with interval data
- Recent advances in robust optimization: an overview
- Some models for deriving the priority weights from interval fuzzy preference relations
- A preference aggregation method through the estimation of utility intervals
- Multiobjective programming in optimization of the interval objective function
- Approximating Joint Probability Distributions Given Partial Information
- A Simulation-Based Approach to Decision Making with Partial Information
- The Robust (Minmax Regret) Quadratic Assignment Problem with Interval Flows
- A Soft Robust Model for Optimization Under Ambiguity
- Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance
- Theory and Applications of Robust Optimization
- Information Theory and Statistical Mechanics
- The Price of Robustness
- Algorithms for Linear Programming Problems with Interval Objective Function Coefficients
- Stochastic Dominance and Expected Utility: Survey and Analysis
- Optimization with Stochastic Dominance Constraints
- Clear Preferences Under Partial Distribution Information
- The uncertain OWA operator
- Minmax regret combinatorial optimization problems: an Algorithmic Perspective