Maximal and supremal tolerances in multiobjective linear programming

نویسندگان

  • Milan Hladík
  • Sebastian Sitarz
چکیده

Let a multiobjective linear programming problem and any efficient solution be given. Tolerance analysis aims to compute interval tolerances for (possibly all) objective function coefficients such that the efficient solution remains efficient for any perturbation of the coefficients within the computed intervals. The known methods yield tolerances that are not optimal. In this paper, we propose a method for calculating the supremal tolerance (the maximal one needn’t exist). The method is exponential in the worst case. We show that the problem of determining the maximal/supremal tolerance is NP-hard, so an efficient procedure is not likely to exist.

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عنوان ژورنال:
  • European Journal of Operational Research

دوره 228  شماره 

صفحات  -

تاریخ انتشار 2013