Abstract
Penalty function is a key factor in interval goal programming (IGP), especially for decision makers weighing resources vis-à-vis goals. Many approaches (Chang et al. J Oper Res Soc 57:469–473, 2006; Chang and Lin Eur J Oper Res 199, 9–20, 2009; Jones et al. Omega 23, 41–48, 1995; Romero Eur J Oper Res 153, 675–686, 2004; Vitoriano and Romero J Oper Res Soc 50, 1280–1283, 1999)have been proposed for treating several types of penalty functions in the past several decades. The recent approach of Chang and Lin (Eur J Oper Res 199, 9–20, 2009) considers the S-shaped penalty function. Although there are many approaches cited in literature, all are complicated and inefficient. The current paper proposes a novel and concise uniform model to treat any arbitrary penalty function in IGP. The efficiency and usefulness of the proposed model are demonstrated in several numeric examples.
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Lu, HC., Chen, TL. Efficient model for interval goal programming with arbitrary penalty function. Optim Lett 7, 325–341 (2013). https://doi.org/10.1007/s11590-011-0422-z
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DOI: https://doi.org/10.1007/s11590-011-0422-z