Guaranteeing highly robust weakly efficient solutions for uncertain multi-objective convex programs

Please use this identifier to cite or link to this item: http://hdl.handle.net/10045/75950
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dc.contributorLaboratorio de Optimización (LOPT)es_ES
dc.contributorDesarrollo, Métodos Cuantitativos y Teoría Económica (DMCTE)es_ES
dc.contributor.authorGoberna, Miguel A.-
dc.contributor.authorJeyakumar, Vaithilingam-
dc.contributor.authorLi, Guoyin-
dc.contributor.authorVicente-Pérez, José-
dc.contributor.otherUniversidad de Alicante. Departamento de Matemáticases_ES
dc.contributor.otherUniversidad de Alicante. Departamento de Fundamentos del Análisis Económicoes_ES
dc.date.accessioned2018-05-28T10:23:24Z-
dc.date.available2018-05-28T10:23:24Z-
dc.date.issued2018-10-01-
dc.identifier.citationEuropean Journal of Operational Research. 2018, 270(1): 40-50. doi:10.1016/j.ejor.2018.03.018es_ES
dc.identifier.issn0377-2217 (Print)-
dc.identifier.issn1872-6860 (Online)-
dc.identifier.urihttp://hdl.handle.net/10045/75950-
dc.description.abstractThis paper deals with uncertain multi-objective convex programming problems, where the data of the objective function or the constraints or both are allowed to be uncertain within specified uncertainty sets. We present sufficient conditions for the existence of highly robust weakly efficient solutions, that is, robust feasible solutions which are weakly efficient for any possible instance of the objective function within a specified uncertainty set. This is done by way of estimating the radius of highly robust weak efficiency under linearly distributed uncertainty of the objective functions. In the particular case of robust quadratic multi-objective programs, we show that these sufficient conditions can be expressed in terms of the original data of the problem, extending and improving the corresponding results in the literature for robust multi-objective linear programs under ball uncertainty.es_ES
dc.description.sponsorshipThis research was partially supported by the Australian Research Council, Discovery Project DP120100467 and the MINECO of Spain and ERDF of EU, Grants MTM2014-59179-C2-1-P and ECO2016-77200-P.es_ES
dc.languageenges_ES
dc.publisherElsevieres_ES
dc.rights© 2018 Elsevier B.V.es_ES
dc.subjectRobustness and sensitivity analysises_ES
dc.subjectMulti-objective optimizationes_ES
dc.subjectConvex optimizationes_ES
dc.subjectRobust optimizationes_ES
dc.subjectRobust efficient solutionses_ES
dc.subject.otherEstadística e Investigación Operativaes_ES
dc.subject.otherFundamentos del Análisis Económicoes_ES
dc.titleGuaranteeing highly robust weakly efficient solutions for uncertain multi-objective convex programses_ES
dc.typeinfo:eu-repo/semantics/articlees_ES
dc.peerreviewedsies_ES
dc.identifier.doi10.1016/j.ejor.2018.03.018-
dc.relation.publisherversionhttps://doi.org/10.1016/j.ejor.2018.03.018es_ES
dc.rights.accessRightsinfo:eu-repo/semantics/embargoedAccesses_ES
dc.date.embargoEndinfo:eu-repo/date/embargoEnd/2020-03-21-
Appears in Collections:INV - LOPT - Artículos de Revistas
INV - DMCTE - Artículos de Revistas

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