INCERTEZA

Tratamento da Imprecisão e da Incerteza em Programação Linear MultiobjectivoRef.: PRAXIS/2/2.1/MAT/465/94
Supervisão:
Grupo de investigação (INESC):
Breve descriçãoIn the 1st year of this project studies regarding
sensitivity analysis in multiobjective linear programming
have been carried out. An interactive approach has been
developed which enables to evaluate the robustness of
nondominated solution with respect to uncertainty,
stemming from distinct sources, underlying the decision
process. This approach is based on the weight space and
the developed techniques enable to study changes in the
objective function coefficient matrix, in the righthand
side of the constraints, introduction of new constraints
and introduction of new variables.
In the 2nd year of the project special attention has
been paid to the use of interval programming and fuzzy
sets analysis to cope with uncertainty and imprecision in
multiple objective mathematical programming decision
models. A new interactive approach to multiobjective
linear programming based on fuzzy sets has been developed,
which enables to evaluate the stability of (fuzzy)
nondominated solutions according to the values of the
membership functions. As the sensitivity analyses
techniques developed in the 1st year, this approach is
also based on the decomposition of the weight space (which
is now analytically dependent on the membership functions).
The integration of these two approaches will be exploited.
As far as interval programming is concerned, a study has
been initiated to evaluate the stability of nondominated
solutions when the models parameters are given in the
form of intervals.
