Additive and multiplicative tolerance in multiobjective linear programming

被引：15
|
作者：
Hladik, Milan [1 ]
机构：
[1] Charles Univ Prague, Dept Appl Math, CR-11800 Prague, Czech Republic
来源：
OPERATIONS RESEARCH LETTERS | 2008年 / 36卷 / 03期
关键词：
multiobjective linear programming; efficient point; sensitivity analysis; tolerance analysis; generalized fractional programming;
D O I：
10.1016/j.orl.2007.10.002
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
We consider a multiobjective linear program. We propose a procedure for computing all additive and multiplicative (percentage) tolerance in which all the objective function coefficients may simultaneously and independently vary while preserving the efficiency of a given solution. For a nondegenerate basic Solution, the procedure runs ill polynomial time. (C) 2007 Elsevier B.V. All rights reserved.
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页码：393 / 396
页数：4
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