On relation of possibly efficiency and robust counterparts in interval multiobjective linear programming

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F17%3A10365256" target="_blank" >RIV/00216208:11320/17:10365256 - isvavai.cz</a>

Výsledek na webu

<a href="http://dx.doi.org/10.1007/978-3-319-67308-0_34" target="_blank" >http://dx.doi.org/10.1007/978-3-319-67308-0_34</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1007/978-3-319-67308-0_34" target="_blank" >10.1007/978-3-319-67308-0_34</a>

Jazyk výsledku

angličtina

Název v původním jazyce

On relation of possibly efficiency and robust counterparts in interval multiobjective linear programming

Popis výsledku v původním jazyce

We investigate multiobjective linear programming with uncertain cost coefficients. We assume that lower and upper bounds for uncertain values are known, no other assumption on uncertain costs is needed. We focus on the so called possibly efficiency, which is defined as efficiency of at least one realization of interval coefficients. We show many favourable properties including existence, low computational performance of determining possibly efficient solutions, convexity of the dominance cone or connectedness or the efficiency set. In the second part, we discuss robust optimization approach for dealing with uncertain costs. We show that the corresponding robust counterpart is closely related to possible efficiency.

Název v anglickém jazyce

On relation of possibly efficiency and robust counterparts in interval multiobjective linear programming

Popis výsledku anglicky

We investigate multiobjective linear programming with uncertain cost coefficients. We assume that lower and upper bounds for uncertain values are known, no other assumption on uncertain costs is needed. We focus on the so called possibly efficiency, which is defined as efficiency of at least one realization of interval coefficients. We show many favourable properties including existence, low computational performance of determining possibly efficient solutions, convexity of the dominance cone or connectedness or the efficiency set. In the second part, we discuss robust optimization approach for dealing with uncertain costs. We show that the corresponding robust counterpart is closely related to possible efficiency.

Druh

D - Stať ve sborníku

CEP obor

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OECD FORD obor

50201 - Economic Theory

Projekt

<a href="/cs/project/GA13-10660S" target="_blank" >GA13-10660S: Intervalové metody pro optimalizační úlohy</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2017

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

Optimization and Decision Science: Methodologies and Applications: ODS, Sorrento, Italy, September 4-7, 2017

ISBN

978-3-319-67308-0

ISSN

2194-1017

e-ISSN

neuvedeno

Počet stran výsledku

9

Strana od-do

335-343

Název nakladatele

Springer

Místo vydání

Cham

Místo konání akce

Sorrento, Italy

Datum konání akce

4. 9. 2017

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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