Article ID: | iaor20072041 |
Country: | Germany |
Volume: | 147 |
Issue: | 1 |
Start Page Number: | 317 |
End Page Number: | 341 |
Publication Date: | Oct 2006 |
Journal: | Annals of Operations Research |
Authors: | Perny Patrice, Spanjaard Olivier, Storme Louis-Xavier |
This paper is devoted to the search of robust solutions in finite graphs when costs depend on scenarios. We first point out similarities between robust optimization and multiobjective optimization. Then, we present axiomatic requirements for preference compatibility with the intuitive idea of robustness in a multiple scenarios decision context. This leads us to propose the Lorenz dominance rule as a basis for robustness analysis. Then, after presenting complexity results about the determination of Lorenz optima, we show how the search can be embedded in algorithms designed to enumerate