Robust goal programming

• Autorzy: Kuchta D.
• Języki publikacji: EN

Abstrakty

EN

In the paper a new approach to goal programming is presented: the robust approach, applied so far to a single-objective linear programming. It is a "pessimistic" approach, meant to find a solution which will be reasonably good even in a bad case, but it is based on the assumption that almost never everything goes bad - the decision maker can control and simulate the pessimistic aspect of the decision situation. The pessimism refers here to uncertain coefficients in the goal functions. It is assumed that in each case only a certain number of them can take on unfavourable values - but we do not know which ones. A robust solution, i.e. the one which will be good even in the most pessimistic case among those considered to be possible - is determined, using only the linear programming methods.

Słowa kluczowe

EN

multiobjective programming; robust solution; interval optimisation

PL

programowanie z wieloma warunkami; rozwiązanie solidne; optymalizacja przedziałowa

• Wydawca: Systems Research Institute, Polish Academy of Sciences
• Czasopismo: Control and Cybernetics
• Rocznik: 2004
• Tom: Vol. 33, no 3
• Strony: 501--510
• Opis fizyczny: Bibliogr. 7 poz.

Twórcy

autor

Kuchta D.

• Institute of Industrial Engineering, Wroclaw University of Technology, Smoluchowskiego 25, 50-371 Wroclaw, Poland

Bibliografia

• Ben-Tal, A. and Nemirovsky, A. (1999) Robust solutions to uncertain programs. Oper. Res. Lett. 25, 1-13.
• Bertsimas, D. and Sim, M. (2003) Robust discrete optimization and network flows. Math. Program. Ser. B 98, 49-71.
• Dennis, T.L. and Dennis, L.B. (1991) Management Science. West Publishing Company, St. Paul.
• Chanas, S. and Kuchta, D. (2002) On a certain approach to fuzzy goal programming. In: Trzaskalik T., Michnik J., eds., Multiple Objective and Goal Programming, Recent Developments. Physica-Verlag, 15-30.
• Chanas, S. and Kuchta, D. (2001) A new approach to fuzzy goal programming. In: Proceedings Eusflat 2001 An International Conference in Fuzzy Logic and Technology, Leicester, UK.
• Chanas, S. and Kuchta, D. (2002) Fuzzy goals and crisp deviations - a new approach to fuzzy goal programming. In: Trzaskalik T., ed.,Modelowanie Preferencji a ryzyko. Akademia Ekonomiczna, Katowice, 61-74.
• Chanas, S. and Kuchta, D. (2002) Fuzzy Goal Programming - one notion, many meanings. Control and Cybernetics 31, 4, 871-890.