Title
On the calculation of stability radius for multi-objective combinatorial optimization problems by inverse optimization.
Abstract
Abstract This paper deals with stability analysis in multi-objective combinatorial optimization problems. The stability radius of an efficient solution is defined as the maximal adjustment of the problem parameters such that this solution remains efficient. An algorithm based on inverse optimization is proposed to compute it. The adjustment is limited to the coefficients of the objective functions and measured by the Chebyshev norm. This approach is applied to randomly generated instances of the bi-objective knapsack problem and computational results are reported. Several illustrative examples are analyzed.
Year
DOI
Venue
2012
10.1007/s10288-012-0215-y
4OR
Keywords
Field
DocType
Multi-objective optimization, Combinatorial optimization, Stability analysis, Inverse optimization
Continuous optimization,Mathematical optimization,Derivative-free optimization,Vector optimization,Quadratic assignment problem,Test functions for optimization,Combinatorial optimization,Multi-objective optimization,Optimization problem,Mathematics
Journal
Volume
Issue
ISSN
10
4
1614-2411
Citations 
PageRank 
References 
1
0.36
4
Authors
3
Name
Order
Citations
PageRank
Julien Roland1102.08
Yves De Smet27612.21
José Rui Figueira385259.84