Robust goal programming using different robustness echelons via norm-based and ellipsoidal uncertainty sets

Authors

• Robert W. Hanks, Air Force Institute of Technology
• Jeffery D. Weir, Air Force Institute of Technology
• Brian J. Lunday, Air Force Institute of Technology

Document Type

Article

Publication Date

10-16-2017

Abstract

Excerpt: The notion of robust goal programming (RGP) using cardinality-constrained robustness via interval-based uncertainty was first examined over a decade ago. Since then, the RGP methodology has not been widely researched, specifically when considering different uncertainty sets to implement. Within this context, this paper compares interval-based and norm-based uncertainty sets using cardinality-constrained robustness.

Comments

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DOI

10.1016/j.ejor.2017.03.072

Source Publication

European Journal of Operational Research (ISSN 0377-2217 | eISSN 1872-6860)

Recommended Citation

Hanks, R. W., Weir, J. D., & Lunday, B. J. (2017). Robust goal programming using different robustness echelons via norm-based and ellipsoidal uncertainty sets. European Journal of Operational Research, 262(2), 636–646. https://doi.org/10.1016/j.ejor.2017.03.072