Abstract
A new concept of a robust solution of a multicriterial linear programming problem is proposed. The robust solution is understood here as the best starting point, prepared while the preferences of the decision maker with respect to the criteria are still unknown, for the adaptation of the solution to the preferences of the decision maker, once they are finally known. The objective is the total cost of the initial preparation and of the later potential adaptation of the solution. In the starting robust solution the decision variables may have interval values. The problem can be solved by means of the simplex algorithm. A numerical example illustrates the approach.
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Open Access This is an open access article distributed under the terms of the Creative Commons Attribution Noncommercial License (https://creativecommons.org/licenses/by-nc/2.0), which permits any noncommercial use, distribution, and reproduction in any medium, provided the original author(s) and source are credited.
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Kuchta, D. A concept of a robust solution of a multicriterial linear programming problem. Cent Eur J Oper Res 19, 605–613 (2011). https://doi.org/10.1007/s10100-010-0150-y
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DOI: https://doi.org/10.1007/s10100-010-0150-y