Artikel

Decision space robustness for multi-objective integer linear programming

In this article we introduce robustness measures in the context of multi-objective integer linear programming problems. The proposed measures are in line with the concept of decision robustness, which considers the uncertainty with respect to the implementation of a specific solution. An efficient solution is considered to be decision robust if many solutions in its neighborhood are efficient as well. This rather new area of research differs from robustness concepts dealing with imperfect knowledge of data parameters. Our approach implies a two-phase procedure, where in the first phase the set of all efficient solutions is computed, and in the second phase the neighborhood of each one of the solutions is determined. The indicators we propose are based on the knowledge of these neighborhoods. We discuss consistency properties for the indicators, present some numerical evaluations for specific problem classes and show potential fields of application.

Sprache
Englisch

Erschienen in
Journal: Annals of Operations Research ; ISSN: 1572-9338 ; Volume: 319 ; Year: 2021 ; Issue: 2 ; Pages: 1769-1791 ; New York, NY: Springer US

Klassifikation
Allgemeines, Wissenschaft
Thema
Multi-objective integer programming
Decision space robustness
Connectedness of efficient solutions
Representation
Decision analysis

Ereignis
Geistige Schöpfung
(wer)
Stiglmayr, Michael
Figueira, José Rui
Klamroth, Kathrin
Paquete, Luís
Schulze, Britta
Ereignis
Veröffentlichung
(wer)
Springer US
(wo)
New York, NY
(wann)
2021

DOI
doi:10.1007/s10479-021-04462-w
Letzte Aktualisierung
10.03.2025, 11:45 MEZ

Datenpartner

Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.

Objekttyp

  • Artikel

Beteiligte

  • Stiglmayr, Michael
  • Figueira, José Rui
  • Klamroth, Kathrin
  • Paquete, Luís
  • Schulze, Britta
  • Springer US

Entstanden

  • 2021

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