Pages that link to "Item:Q1390240"
From MaRDI portal
The following pages link to Minimax regret solution to linear programming problems with an interval objective function (Q1390240):
Displaying 50 items.
- Some results in interval multiobjective linear programming for recognizing different solutions (Q260491) (← links)
- Minimax regret solution to multiobjective linear programming problems with interval objective functions coefficients (Q301052) (← links)
- Robust optimal solutions in interval linear programming with forall-exists quantifiers (Q323404) (← links)
- Calculus for interval-valued functions using generalized Hukuhara derivative and applications (Q385364) (← links)
- Robust multi-market newsvendor models with interval demand data (Q421536) (← links)
- Linear bilevel programming with interval coefficients (Q432810) (← links)
- An enumerative algorithm for computing all possibly optimal solutions to an interval LP (Q456920) (← links)
- An alternative optimization technique for interval objective constrained optimization problems via multiobjective programming (Q458929) (← links)
- Violation analysis on two-step method for interval linear programming (Q507647) (← links)
- Evolutionary technique based goal programming approach to chance constrained interval valued bilevel programming problems (Q522391) (← links)
- Robust combinatorial optimization under convex and discrete cost uncertainty (Q668950) (← links)
- Robust possibilistic programming for socially responsible supply chain network design: a new approach (Q690882) (← links)
- A robust lot sizing problem with ill-known demands (Q690887) (← links)
- Multiple objective linear programming models with interval coefficients -- an illustrated overview (Q877639) (← links)
- Min-max and min-max regret versions of combinatorial optimization problems: A survey (Q1014933) (← links)
- Choosing robust solutions in discrete optimization problems with fuzzy costs (Q1037888) (← links)
- Enhanced-interval linear programming (Q1042144) (← links)
- Minmax regret approach and optimality evaluation in combinatorial optimization problems with interval and fuzzy weights (Q1044085) (← links)
- Portfolio selection under independent possibilistic information (Q1582676) (← links)
- A comparative study on interval arithmetic operations with intuitionistic fuzzy numbers for solving an intuitionistic fuzzy multi-objective linear programming problem (Q1676201) (← links)
- Minmax regret combinatorial optimization problems with ellipsoidal uncertainty sets (Q1698883) (← links)
- Optimality conditions for generalized differentiable interval-valued functions (Q1750024) (← links)
- Location-allocation planning of stockpiles for effective disaster mitigation (Q1761834) (← links)
- On interval portfolio selection problem (Q1794342) (← links)
- Optimality conditions of type KKT for optimization problem with interval-valued objective function via generalized derivative (Q1794344) (← links)
- Pessimistic, optimistic, and minimax regret approaches for linear programs under uncertainty (Q1794445) (← links)
- A new equivalent transformation for interval inequality constraints of interval linear programming (Q1794830) (← links)
- Using modified maximum regret for finding a necessarily efficient solution in an interval MOLP problem (Q1794864) (← links)
- A novel robust fuzzy stochastic programming for closed loop supply chain network design under hybrid uncertainty (Q1795042) (← links)
- Robust optimization under softness in a fuzzy linear programming problem (Q1817996) (← links)
- A heuristic to minimax absolute regret for linear programs with interval objective function coefficients (Q1847156) (← links)
- On the complexity of minmax regret linear programming (Q1887882) (← links)
- Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem (Q1971864) (← links)
- Generalized-Hukuhara penalty method for optimization problem with interval-valued functions and its application in interval-valued portfolio optimization problems (Q2084044) (← links)
- Generation of some methods for solving interval multi-objective linear programming models (Q2150482) (← links)
- An ensemble framework for assessing solutions of interval programming problems (Q2195429) (← links)
- A fuzzy logic based approach to solve interval multiobjective nonlinear transportation problem (Q2217936) (← links)
- Multiobjective optimization under uncertainty: a multiobjective robust (relative) regret approach (Q2239941) (← links)
- Maximum excess dominance: identifying impractical solutions in linear problems with interval coefficients (Q2282559) (← links)
- Novel robust fuzzy mathematical programming methods (Q2285989) (← links)
- New conditions for testing necessarily/possibly efficiency of non-degenerate basic solutions based on the tolerance approach (Q2286943) (← links)
- The Karush-Kuhn-Tucker optimality conditions in multiobjective programming problems with interval-valued objective functions (Q2378449) (← links)
- A relationship between probability interval and random sets and its application to linear optimization with uncertainties (Q2446357) (← links)
- An interval portfolio selection problem based on regret function (Q2572835) (← links)
- The \(F\)-objective function method for differentiable interval-valued vector optimization problems (Q2666688) (← links)
- Finding efficient solutions in the interval multi-objective linear programming models (Q3388946) (← links)
- Adjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization Problems (Q5058052) (← links)
- A multi-objective robust possibilistic programming approach to sustainable public transportation network design (Q6057606) (← links)
- Robust optimality analysis of non-degenerate basic feasible solutions in linear programming problems with fuzzy objective coefficients (Q6102832) (← links)
- Interval variational inequalities and their relationship with interval optimization problems (Q6118977) (← links)
