Loading...
Please wait, while we are loading the content...
Similar Documents
A Note on Robustness of the Min-Max Solution to Multiobjective Linear Programs
| Content Provider | Semantic Scholar |
|---|---|
| Author | Doolittle, Erin K. Muir, Karyn Wiecek, Margaret M. |
| Copyright Year | 2016 |
| Abstract | The challenge of the use of scalarizing methods in multiobjective optimization results from the choice of the method, which may not be apparent, and given that a method has been selected, from the choice of the values of the scalarizing parameters. In general these values may be unknown and the decision maker faces a difficult situation of making a choice possibly under a great deal of uncertainty. Due to its effectiveness, the robust optimization approach of Ben-Tal and Nemirovski is applied to resolve the uncertainty carried in scalarized multiobjective linear programs (MOLPs). A robust counterpart is examined for six different scalarizations of the MOLP yielding a robust (weakly) efficient solution to the original MOLP. The study reveals that the min-max optimal solution emerges as a robust (weakly) efficient solution for five out of the six formulations. |
| File Format | PDF HTM / HTML |
| DOI | 10.1504/ijmcdm.2016.10002242 |
| Alternate Webpage(s) | http://www.clemson.edu/science/departments/mathematical-sciences/documents/technical-reports/TR2016-3-ed.km.mw.pdf |
| Alternate Webpage(s) | https://doi.org/10.1504/ijmcdm.2016.10002242 |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
