Additive and multiplicative tolerance in multiobjective linear programming

We consider a multiobjective linear program and the coefficients of the multiobjective function are subject to some uncertainties. Let x be an efficient point. We propose a procedure to compute an additive and multiplicative (percentage) tolerance in which all the objective function coefficients may simultaneously and independently vary while preserving the efficiency of x. Although the tolerances are not maximal in general, they are satisfactorily large. If x is a nondegenerate basic solution, then the procedure runs in a polynomial time.