Robustness in the Pareto-solutions for the multi-criteria minisum location problem

In this paper, a new trend is introduced into the field of multi-criteria location problems. We combine the robustness approach using the minmax regret criterion together with Pareto-optimality. We consider the multi-criteria squared Euclidean minisum location problem which consists of simultaneously minimizing a number of weighted sum-distance functions and the set of Pareto-optimal locations as its solution concept. The Pareto-optimal solutions for the set of robust locations with respect to the original weighted sum-distance functions is completely characterized. These Pareto-optimal solutions have both the properties of stability and non-domination which are required in robust and multi-criteria programming.