Publication at Faculty of Mathematics and Physics |
2010
Abstract
We investigate multiobjective linear programming problems with objective coefficients varying inside given intervals. A feasible solution is called necessarily efficient if it is efficient for all realizations of the interval objective function coefficients.
Testing necessarily efficiency may be computationally expensive. Thus we propose one sufficient and also one necessary condition for necessarily efficiency that can significantly speed up decision algorithms.
These conditions do not require the feasible solution to be non-degenerate. We demonstrate usage of both conditions on illustrative examples and show how strong they are.