We present some complexity results on checking necessary efficiency in interval multiobjective linear programming. Supposing that objective function coefficients perturb within prescribed intervals, a feasible point x is called necessarily efficient if it is efficient for all instances of interval data. We show that the problem of checking necessary efficiency is co-NP-complete even for the cas...

It is proposed to use two points of support when estimating the nadir vector components in Multiobjective Linear Programming (MOLP) problems: to consider the frontier of the feasible set S and to use the reference point method. The proposed approach gives upper bounds of the estimated values.

In this study we consider a multiobjective integer linear stochastic programming problem with individual chance constraints. We assume that there is randomness in the right-hand sides of the constraints only and that the random variables are normally distributed. Some stability notions for such problem are characterized. An auxiliary problem is discussed and an algorithm as well as an illustrat...

This paper shows how a formal modeling framework, Evolutionary Systems Design (ESD), for evolutionary problem definition and solution, can be used for problem adaptation and restructuring (i.e., reengineering) in optimization problems, as developed for Multiobjective Linear Programming (MOLP). R es t ructuring through a heuristic controls/goals/values referral process and adaptation are discuss...

The problems of multivariate sampling arising in the areas of stratified random sampling, two stage sampling, double sampling and response errors formulate as multiobjective convex programming problems with convex objective functions and a single linear constraint with some upper and lower bounds.

This paper continues the authors’ research in stability analysis in possibilistic programming in that it extends the results in [7] to possibilistic linear programs with multiple objective functions. Namely, we show that multiobjective possibilistic linear programs with continuous fuzzy number coefficients are well-posed, i.e. small changes in the membership function of the coefficients may cau...

In this paper we present a mathematical programming formulation for the ω invariant of a numerical semigroup for each of its minimal generators. The model consists of solving a problem of optimizing a linear function over the efficient set of a multiobjective linear integer program. We offer a methodology to solve this problem and we provide some computational experiments to show the applicabil...

This paper proposes a fuzzy-robust stochastic multiobjective programming (FRSMOP) approach, which integrates fuzzy-robust linear programming and stochastic linear programming into a general multiobjective programming framework. A chosen number of noninferior solutions can be generated for reflecting the decision-makers’ preferences and subjectivity. The FRSMOP method can effectively deal with t...