ROBUST SOLUTION IDENTIFICATION FOR UNCERTAINTY MANAGEMENT IN MOLP - AN INTERACTIVE APPROACH

ABSTRACT This paper presents a robust deterministic method for the treatment of uncertainty in decision-making systems based on Sonar Method. It introduces uncertainty into mathematical models as interval numbers. This work proposes an interactive approach that identifies the efficient vertices of the Multiobjective Linear Programming (MOLP), where some or all the coefficients of the objective functions, constraints or limits of the constraints are interval of real numbers. The method identifies robust solutions to MOLP under uncertainty, showing how the interactive approach presented in this paper can provide the possibility of exploring in new decision support methodologies.