scholarly journals A robust augmented ε-constraint method (AUGMECON-R) for finding exact solutions of multi-objective linear programming problems

Author(s):  
Alexandros Nikas ◽  
Angelos Fountoulakis ◽  
Aikaterini Forouli ◽  
Haris Doukas
2012 ◽  
Vol 3 (4) ◽  
pp. 1-6 ◽  
Author(s):  
M.Jayalakshmi M.Jayalakshmi ◽  
◽  
P.Pandian P.Pandian

Author(s):  
Zahra Sadat Mirzazadeh ◽  
Javad Banihassan ◽  
Amin Mansoori

Classic linear assignment method is a multi-criteria decision-making approach in which criteria are weighted and each rank is assigned to a choice. In this study, to abandon the requirement of calculating the weight of criteria and use decision attributes prioritizing and also to be able to assign a rank to more than one choice, a multi-objective linear programming (MOLP) method is suggested. The objective function of MOLP is defined for each attribute and MOLP is solved based on absolute priority and comprehensive criteria methods. For solving the linear programming problems we apply a recurrent neural network (RNN). Indeed, the Lyapunov stability of the model is proved. Results of comparing the proposed method with TOPSIS, VICOR, and MOORA methods which are the most common multi-criteria decision schemes show that the proposed approach is more compatible with these methods.


2018 ◽  
Vol 8 (1) ◽  
pp. 35-45 ◽  
Author(s):  
Amin Mahmoudi ◽  
Mohammad Reza Feylizadeh ◽  
Davood Darvishi

Purpose The purpose of this paper is to examine the shortcomings and problems associated with the method proposed by Razavi Hajiagha et al. (2012). Design/methodology/approach A multi-objective approach is proposed to solve the grey linear programming problems. In this method, the grey linear problem is converted into a multi-objective problem and then solved. Findings According to the numerical example presented in the study by Razavi Hajiagha et al. (2012), this method does not have a correct solution because the solution does not satisfy the constraints and the upper bounds of the variables are equal or less than their lower bound. Originality/value In recent years, various methods have been proposed for solving grey linear programming problems. Razavi Hajiagha et al. (2012) proposed a multi-objective approach to solve grey linear programming problems, but this method does not have a correct solution and using this method in other researches studies can reduce the value of the grey system theory.


Author(s):  
Sanjay Jain ◽  
Adarsh Mangal

In this research paper, an effort has been made to solve each linear objective function involved in the Multi-objective Linear Programming Problem (MOLPP) under consideration by AHA simplex algorithm and then the MOLPP is converted into a single LPP by using various techniques and then the solution of LPP thus formed is recovered by Gauss elimination technique. MOLPP is concerned with the linear programming problems of maximizing or minimizing, the linear objective function having more than one objective along with subject to a set of constraints having linear inequalities in nature. Modeling of Gauss elimination technique of inequalities is derived for numerical solution of linear programming problem by using concept of bounds. The method is quite useful because the calculations involved are simple as compared to other existing methods and takes least time. The same has been illustrated by a numerical example for each technique discussed here.


Author(s):  
Michael Stiglmayr ◽  
José Rui Figueira ◽  
Kathrin Klamroth ◽  
Luís Paquete ◽  
Britta Schulze

AbstractIn this article we introduce robustness measures in the context of multi-objective integer linear programming problems. The proposed measures are in line with the concept of decision robustness, which considers the uncertainty with respect to the implementation of a specific solution. An efficient solution is considered to be decision robust if many solutions in its neighborhood are efficient as well. This rather new area of research differs from robustness concepts dealing with imperfect knowledge of data parameters. Our approach implies a two-phase procedure, where in the first phase the set of all efficient solutions is computed, and in the second phase the neighborhood of each one of the solutions is determined. The indicators we propose are based on the knowledge of these neighborhoods. We discuss consistency properties for the indicators, present some numerical evaluations for specific problem classes and show potential fields of application.


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