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Author
Ogryczak Włodzimierz (Warsaw University of Technology, Poland)
Title
On Robust Solutions to Multi-Objective Linear Programs
Source
Multiple Criteria Decision Making / University of Economics in Katowice, 2010, vol. 5, s. 197-212, bibliogr. 19 poz.
Keyword
Analiza wielokryterialna, Programowanie liniowe, Odporne metody statystyczne
Multicriteria analysis, Linear programming, Robust statistical methods
Note
summ.
Korespondencja z redakcją: numeracja wpisana za zgodą redakcji (wynika z ciągłości wydawniczej serii MCDM) - brak numeracji na stronie tytułowej
Abstract
In multiple criteria linear programming (MOLP) any efficient solution can be found by the weighting approach with some positive weights allocated to several criteria. The weights settings represent preferences model thus involving impreciseness and uncertainties. The resulting weighted average performance may be lower than expected. Several approaches have been developed to deal with uncertain or imprecise data. In this paper we focus on robust approaches to the weighted averages of criteria where the weights are varying. Assume that the weights may be affected by perturbations varying within given intervals. Note that the weights are normalized and although varying independently they must total to 1. We are interested in the optimization of the worst case weighted average outcome with respect to the weights perturbation set. For the case of unlimited perturbations the worst case weighted average becomes the worst outcome (max-min solution). For the special case of proportional perturbation limits this becomes the conditional average. In general case, the worst case weighted average is a generalization of the conditional average. Nevertheless, it can be effectively reformulated as an LP expansion of the original problem.(original abstract)
Accessibility
The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
The Main Library of Poznań University of Economics and Business
The Main Library of the Wroclaw University of Economics
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Bibliography
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ISSN
2084-1531
Language
eng
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