Article ID Journal Published Year Pages File Type
4959629 European Journal of Operational Research 2017 34 Pages PDF
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)
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