Publication at Faculty of Mathematics and Physics |
2008
Abstract
We consider a multiobjective linear program and the coefficients of the multiobjective function are supposed to be uncertain. Let x* be an efficient point.
We propose a procedure computing a tolerance for each objective function coefficient, such that all these coefficients may simultaneously and independently vary within their tolerances while preserving the efficiency of x*. If x* is a non-degenerate basic solution, then the procedure runs in a polynomial time.
Our method is also applicable for the intervals of multiobjective linear programming for checking the necessary efficiency of x*, i.e. whether x* is efficient for all the realizations of interval values.