Stability and accuracy functions in multicriteria linear combinatorial optimization problems

被引:11
|
作者
Libura, Marek
Nikulin, Yury
机构
[1] Univ Kiel, Business Adm Inst, D-24098 Kiel, Germany
[2] Polish Acad Sci, Syst Res Inst, PL-00901 Warsaw, Poland
关键词
multicriteria optimization; sensitivity analysis; stability and accuracy; Pareto and lexicographic optima;
D O I
10.1007/s10479-006-0071-2
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We consider a vector linear combinatorial optimization problem in which initial coefficients of objective functions are subject to perturbations. For Pareto and lexicographic principles of efficiency we introduce appropriate measures of the quality of a given feasible solution. These measures correspond to so-called stability and accuracy functions defined earlier for scalar optimization problems. Then we study properties of such functions and calculate the maximum norms of perturbations for which an efficient solution preserves the efficiency.
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页码:255 / 267
页数:13
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