Robust Optimization for Multiobjective Programming Problems with Imprecise Information

A robust optimization approach is proposed for generating nondominated robust solutions for multiobjective linear programming problems with imprecise coefficients in the objective functions and constraints. Robust optimization is used in dealing with impreciseness while an interactive procedure is used in eliciting preference information from the decision maker and in making tradeoffs among the multiple objectives. Robust augmented weighted Tchebycheff programs are formulated from the multiobjective linear programming model using the concept of budget of uncertainty. A linear counterpart of the robust augmented weighted Tchebycheff program is derived. Robust nondominated solutions are generated by solving the linearized counterpart of the robust augmented weighted Tchebycheff programs. Available online at www.sciencedirect.com © 2013 The Authors. Published by Elsevier B.V. Selection and peer-review under responsibility of the organizers of the 2013 International Conference on Information Technology and Quantitative Management