Article ID: | iaor1989332 |
Country: | Netherlands |
Volume: | 38 |
Issue: | 1 |
Start Page Number: | 63 |
End Page Number: | 69 |
Publication Date: | Jan 1989 |
Journal: | European Journal of Operational Research |
Authors: | Hansen Pierre, Labb Martine, Wendell Richard E. |
The authors consider a multiple objective linear program solved by the weighted-sum approach. A method is proposed to determine the maximum percentage by which all weights can deviate simultaneously and independently from their estimated values while retaining the same optimal basis. It is also shown how a priori bounds on the ranges of the weights can be exploited to yield a larger maximum tolerance percentage.