Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4959629 | European Journal of Operational Research | 2017 | 34 Pages |
Abstract
We show how weakly Pareto efficient solutions to this biobjective problem can be computed by minimizing the recovery costs for a fixed worst-case objective function value and present approaches for the case of linear and quasiconvex problems for finite uncertainty sets. We furthermore derive cases in which the size of the uncertainty set can be reduced without changing the set of Pareto efficient solutions.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Emilio Carrizosa, Marc Goerigk, Anita Schöbel,