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Stability radius of an efficient solution of a vector problem of integer linear programming in the Gölder metric

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Abstract

A vector (multicriterion) problem of integer linear programming is considered on a finite set of feasible solutions. A metric lp, 1 ≤ p ≤ ∞, is defined on the parameter space of the problem. A formula of the maximum permissible level of perturbations is obtained for the parameters that preserve the efficiency (Pareto optimality) of a given solution. Necessary and sufficient conditions of two types of stability of the problem are obtained as corollaries.

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This work has been carried out with financial support from the Belgosuniversity within the framework of the Intercollegiate Program “Fundamental and Applied Investigations” (project No. 492/28).

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Translated from Kibernetika I Sistemnyi Analiz, No. 4, pp. 175–181, July–August 2006.

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Emelichev, V.A., Kuzmin, K.G. Stability radius of an efficient solution of a vector problem of integer linear programming in the Gölder metric. Cybern Syst Anal 42, 609–614 (2006). https://doi.org/10.1007/s10559-006-0097-0

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  • DOI: https://doi.org/10.1007/s10559-006-0097-0

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