Abstract
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.
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The author was supported by the Czech Science Foundation Grant P402/13-10660S.
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Hladík, M. (2017). On Relation of Possibly Efficiency and Robust Counterparts in Interval Multiobjective Linear Programming. In: Sforza, A., Sterle, C. (eds) Optimization and Decision Science: Methodologies and Applications. ODS 2017. Springer Proceedings in Mathematics & Statistics, vol 217. Springer, Cham. https://doi.org/10.1007/978-3-319-67308-0_34
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DOI: https://doi.org/10.1007/978-3-319-67308-0_34
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