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.

Language
Englisch

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

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

Event
Geistige Schöpfung
(who)
Stiglmayr, Michael
Figueira, José Rui
Klamroth, Kathrin
Paquete, Luís
Schulze, Britta
Event
Veröffentlichung
(who)
Springer US
(where)
New York, NY
(when)
2021

DOI
doi:10.1007/s10479-021-04462-w
Last update
10.03.2025, 11:45 AM CET

Data provider

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Object type

  • Artikel

Associated

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

Time of origin

  • 2021

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