Minimising the maximum relative regret for linear programmes with interval objective function coefficients

Journal of the Operational Research Society

Volumn 50, Issue 10, 1999, Pages 1063-1070

  Mausser, H E ^a   Laguna, M ^b  

^a Algorithmics Inc   (Canada)

^b UNIVERSITY OF COLORADO   (United States)

Author keywords

Interval objective function; Minimax regret; Mixed integer programming

Indexed keywords

EID: 0033440860     PISSN: 01605682     EISSN: 14769360     Source Type: Journal    
DOI: 10.1057/palgrave.jors.2600789     Document Type: Article

References (21)

1. Gulliver FR (1987). Post-project appraisals pay. Harvard Bus Rev March-April: 128-132.
2. Neale CW and Holmes DEA (1990). Post-auditing capital projects. Long Range Plann 23: 88-96.
3. Savage LJ (1954). The Foundations of Statistics. Wiley: New York.
4. Luce RD and Raiffa H (1957). Games and Decisions: Introduction and Critical Survey. Wiley: New York.
5. Rosenblatt MJ and Lee HL (1987). A robustness approach to facilities design. Int J Prod Res 25: 479-486.
6. Kouvelis P, Kurawarwala AA and Gutierrez G (1992). Algorithms for robust single and multiple period layout planning for manufacturing systems. Eur J Opl Res 63: 287-303.
7. Gutierrez GJ and Kouvelis P (1995). A robustness approach to international sourcing. Annals Opns Res 59: 165-193.
8. Mulvey JM, Vanderbei RJ and Zenios SA (1995). Robust optimization of large scale systems. Opns Res 43: 264-281.
9. Daniels RL and Kouvelis P (1995). Robust scheduling to hedge against processing time uncertainty in single-stage production. Mgmt Sci 41: 363-376.
10. Inuiguchi M and Sakawa M (1995). Minimax regret solution to linear programming problems with an interval objective function. Eur J Opl Res 86: 526-536.
11. Inuiguchi M and Sakawa M (1996). Maximum regret analysis in linear programs with an interval objective function. Proceedings of IWSCI’96: 308-317.
12. Mausser HE (1997). Minimizing Maximum Regret for Linear programmes with Interval Objective Function Coefficients. Ph.D. thesis, Graduate School of Business, University of Colorado.
13. Inuiguchi M and Sakawa M (1994). An achievement rate approach to linear programming problems with an interval objective function. IIASA Working Paper, WP-94-33. Laxenburg, Austria.
14. Steuer RE (1981). Algorithms for linear programming problems with interval objective function coefficients. Mathematics of Opns Res 6: 333-348.
15. Sun M, Stam A and Steuer RE (1996). Solving multiple objective programming problems using feed-forward artificial neural networks: the interactive FFANN procedure. Mgmt Sci 42: 835-849.
16. Mausser HE and Laguna M (1998). A new mixed integer formulation for the maximum regret problem. Int Trans Opl Res 5: 389-403.
17. Shimizu K and Aiyoshi E (1980). Necessary conditions for min- max problems and algorithms by a relaxation procedure. IEEE Trans Auto Cont AC-25: 62-66.
18. Charnes A and Cooper WW (1962). Programming with linear fractional criteria. Naval Res Logist Q 9: 181-186.
19. Gay, DM (1985). Electronic Mail Distribution of Linear Programming Test Problems. Mathematical Programming Society Committee on Algorithms (COAL) Newsletter, December.
20. CPLEX Optimization Inc. (1994). Using the CPLEX Callable Library (Version 3). CPLEX Optimization, Inc.: Incline Village, NV.
21. Glover F and Laguna M (1997). Tabu Search. Kluwer Academic Publishers: Norwell, MA.