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Robust solutions to multi-objective linear programs with uncertain data.

European Journal of Operational Research, no. 3 (2015): 730-743

Cited: 56|Views27
EI

Abstract

•We consider multi-objective linear programming problems in the face of data uncertainty.•The uncertainty affects both the objective function and the constraints.•We give a formula for radius of robust feasibility guaranteeing constraint feasibility of the robust counterpart under affine data parametrization.•We characterize robust weakly...More

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