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.摘要：本文提出了一种基于声纳法（Sonar Method）的决策系统不确定性鲁棒确定性处理方法。该方法将不确定性以区间数的形式融入数学模型。针对目标函数、约束条件或约束极限的部分或全部系数为实数区间的多目标线性规划（Multiobjective Linear Programming, MOLP）问题，本文提出了一种可识别其有效顶点的交互式方法。该方法可求解不确定性环境下多目标线性规划的鲁棒解，并阐明了本文提出的交互式方法如何为新型决策支持方法论的探索提供可行路径。