Robust optimization model for uncertain multiobjective linear programs

oleh: Lei Wang, Min Fang

Format: Article
Diterbitkan: SpringerOpen 2018-01-01

Deskripsi

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.