Minimax regret solution to multiobjective linear programming problems with interval objective functions coefficients

DOI10.1007/S10100-012-0252-9zbMATH Open1339.90308OpenAlexW2019648504MaRDI QIDQ301052FDOQ301052

Authors: M. A. Yaghoobi, Sanaz Rivaz 

Publication date: 29 June 2016

Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10100-012-0252-9

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zbMATH Keywords

efficiencymultiobjective linear programminginterval programmingminimax regret criterion

Mathematics Subject Classification ID

Linear programming (90C05) Multi-objective and goal programming (90C29) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)

Cites Work

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• Nonlinear Programming
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• Portfolio selection problem with interval coefficients
• Solutions for the portfolio selection problem with interval and fuzzy coefficients
• Minimax regret strategies for greenhouse gas abatement: Methodology and application
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• Goal programming problems with interval coefficients and target intervals

Cited In (25)

• Multi-objective interval fractional programming problems: an approach for obtaining efficient solutions
• Some results in interval multiobjective linear programming for recognizing different solutions
• Robustness-based approach for fuzzy multi-objective problems
• A New Interval Multi-Objective Optimization Method for Uncertain Problems with Dependent Interval Variables
• Various approaches to multiobjective linear programming problems with interval costs and interval weights
• Title not available (Why is that?)
• \(E\)-differentiable minimax programming under \(E\)-convexity
• Robust optimality analysis of non-degenerate basic feasible solutions in linear programming problems with fuzzy objective coefficients
• A robust optimization approach for multi-objective linear programming under uncertainty
• Solution of linear optimization models with interval coefficients in the objective function using multiobjective programming
• Using necessarily weak efficient solutions for solving a biobjective transportation problem with fuzzy objective functions coefficients
• Multiobjective interval linear programming in admissible-order vector space
• 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
• Multi-objective enhanced interval optimization problem
• Robust optimal solutions in interval linear programming with forall-exists quantifiers
• New conditions for testing necessarily/possibly efficiency of non-degenerate basic solutions based on the tolerance approach
• Using modified maximum regret for finding a necessarily efficient solution in an interval MOLP problem
• Finding efficient solutions in the interval multi-objective linear programming models
• Some new results on rough interval linear programming problems and their application to scheduling and fixed-charge transportation problems
• Compromising solution of geometric programming problem with bounded parameters
• An ensemble framework for assessing solutions of interval programming problems
• Weighted sum of maximum regrets in an interval MOLP problem
• Multiobjective optimization under uncertainty: a multiobjective robust (relative) regret approach
• Minimising the maximum relative regret for linear programmes with interval objective function coefficients

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