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Статья

Robust aspects of solutions in deterministic multiple objective linear programming

European Journal of Operational Research. 2013. Vol. 229. No. 1. P. 29-36.
Georgiev P. G., The Luc D., Pardalos P. M.

We study questions of robustness of linear multiple objective problems in the sense of post-optimal analysis, that is, we study conditions under which a given efficient solution remains efficient when the criteria/objective matrix undergoes some alterations. We consider addition or removal of certain criteria, convex combination with another criteria matrix, or small perturbations of its entries. We provide a necessary and sufficient condition for robustness in a verifiable form and give two formulae to compute the radius of robustness.