Robust optimization model for uncertain multiobjective linear programs
Abstract In this paper, we consider the multiobjective linear programs where coefficients in the objective function belong to uncertainty sets. We introduce the concept of robust efficient solutions to uncertain multiobjective linear programming problems. By using two scalarization methods, the weig...
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Online Access: | http://link.springer.com/article/10.1186/s13660-018-1612-3 |
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doaj-1770d66a4a954a238f202efd2cec01142020-11-25T01:28:58ZengSpringerOpenJournal of Inequalities and Applications1029-242X2018-01-012018111110.1186/s13660-018-1612-3Robust optimization model for uncertain multiobjective linear programsLei Wang0Min Fang1School of Economic Mathematics, Southwestern University of Finance and EconomicsSchool of Economic Mathematics, Southwestern University of Finance and EconomicsAbstract In this paper, we consider the multiobjective linear programs where coefficients in the objective function belong to uncertainty sets. We introduce the concept of robust efficient solutions to uncertain multiobjective linear programming problems. By using two scalarization methods, the weighted sum method and the ϵ-constraint method, we obtain that the robust efficient solutions for uncertain multiobjective linear programs with ellipsoidal uncertainty sets and general norm uncertainty sets can be computed by some deterministic optimization problems.http://link.springer.com/article/10.1186/s13660-018-1612-3multiobjective linear programsrobust efficient solutionsscalarizationuncertainty sets |
collection |
DOAJ |
language |
English |
format |
Article |
sources |
DOAJ |
author |
Lei Wang Min Fang |
spellingShingle |
Lei Wang Min Fang Robust optimization model for uncertain multiobjective linear programs Journal of Inequalities and Applications multiobjective linear programs robust efficient solutions scalarization uncertainty sets |
author_facet |
Lei Wang Min Fang |
author_sort |
Lei Wang |
title |
Robust optimization model for uncertain multiobjective linear programs |
title_short |
Robust optimization model for uncertain multiobjective linear programs |
title_full |
Robust optimization model for uncertain multiobjective linear programs |
title_fullStr |
Robust optimization model for uncertain multiobjective linear programs |
title_full_unstemmed |
Robust optimization model for uncertain multiobjective linear programs |
title_sort |
robust optimization model for uncertain multiobjective linear programs |
publisher |
SpringerOpen |
series |
Journal of Inequalities and Applications |
issn |
1029-242X |
publishDate |
2018-01-01 |
description |
Abstract In this paper, we consider the multiobjective linear programs where coefficients in the objective function belong to uncertainty sets. We introduce the concept of robust efficient solutions to uncertain multiobjective linear programming problems. By using two scalarization methods, the weighted sum method and the ϵ-constraint method, we obtain that the robust efficient solutions for uncertain multiobjective linear programs with ellipsoidal uncertainty sets and general norm uncertainty sets can be computed by some deterministic optimization problems. |
topic |
multiobjective linear programs robust efficient solutions scalarization uncertainty sets |
url |
http://link.springer.com/article/10.1186/s13660-018-1612-3 |
work_keys_str_mv |
AT leiwang robustoptimizationmodelforuncertainmultiobjectivelinearprograms AT minfang robustoptimizationmodelforuncertainmultiobjectivelinearprograms |
_version_ |
1725099342894727168 |