Using modified maximum regret for finding a necessarily efficient solution in an interval MOLP problem
From MaRDI portal
Publication:1794864
DOI10.1007/s10700-015-9226-4zbMath1397.90352OpenAlexW2234227697MaRDI QIDQ1794864
M. A. Yaghoobi, Sanaz Rivaz, Milan Hladík
Publication date: 16 October 2018
Published in: Fuzzy Optimization and Decision Making (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10700-015-9226-4
multiobjective linear programminginterval programmingminimax regret criterionnecessarily efficient solutions
Related Items (12)
Generation of some methods for solving interval multi-objective linear programming models ⋮ Multi-objective enhanced interval optimization problem ⋮ Unnamed Item ⋮ Quasi-Newton algorithms for solving interval-valued multiobjective optimization problems by using their certain equivalence ⋮ A survey of interval algorithms for solving multicriteria analysis problems ⋮ Various approaches to multiobjective linear programming problems with interval costs and interval weights ⋮ Multiobjective interval linear programming in admissible-order vector space ⋮ Multiobjective optimization under uncertainty: a multiobjective robust (relative) regret approach ⋮ On highly robust efficient solutions to uncertain multiobjective linear programs ⋮ The price of multiobjective robustness: analyzing solution sets to uncertain multiobjective problems ⋮ New conditions for testing necessarily/possibly efficiency of non-degenerate basic solutions based on the tolerance approach ⋮ Finding efficient solutions in the interval multi-objective linear programming models
Cites Work
- Unnamed Item
- Minimax regret solution to multiobjective linear programming problems with interval objective functions coefficients
- Weak and strong solvability of interval linear systems of equations and inequalities
- Possible and necessary efficiency in possibilistic multiobjective linear programming problems and possible efficiency test
- Goal programming problems with interval coefficients and target intervals
- An interactive method of tackling uncertainty in interval multiple objective linear programming
- Semi-infinite programming
- Multiple objective linear programming models with interval coefficients -- an illustrated overview
- Minimax regret solution to linear programming problems with an interval objective function
- Complexity of necessary efficiency in interval linear programming and multiobjective linear programming
- Linear semi-infinite programming theory: an updated survey
- Minimax regret strategies for greenhouse gas abatement: Methodology and application
- The Karush-Kuhn-Tucker optimality conditions in multiobjective programming problems with interval-valued objective functions
- How to determine basis stability in interval linear programming
- Primal-dual simplex method for multiobjective linear programming
- Multiobjective programming in optimization of the interval objective function
- Introduction to Interval Analysis
- Computing the tolerances in multiobjective linear programming
- Linear Multiple Objective Problems with Interval Coefficients
- An Interactive Method To Multiobjective Linear Programming Problems With Interval Coefficients
- Multicriteria Optimization
This page was built for publication: Using modified maximum regret for finding a necessarily efficient solution in an interval MOLP problem
