In this study, we introduce a robust solution concept for uncertain multi-objective optimization problems called the lexicographic tolerable robust solution. This approach is advantageous for the practical implementation of problems in which the solution should satisfy priority levels in the objective function and the worst performance vector of the solution obtained by the proposed concept is close to a reference point of the considered problem, within an acceptable tolerance threshold. Important properties of the solution sets of this introduced concept as well as an algorithm for finding such solutions are presented and discussed. We provide the implementation of the proposed lexicographic tolerable robust solution to improve understanding for practitioners by relying on the data of the water resources master plan for Serbia from Simonovic, 2009. Moreover, we are also concerned with the method of updating a desirable solution for fitting with the preferences when compromising of the multiple groups of decision makers is needed.
This study provides the important properties of the lexicographic tolerable robust solution for uncertain multi-objective optimization problems which was introduced by Boriwan et al. [Boriwan, P.; Ehrgott, M.; Kuroiwa, D.; Petrot, N. The lexicographic tolerable robustness concept for uncertain multi-objective optimization problems: a study on water resources management. Sustainability. 12 (2020), no. 18, article number 7582.]. Also, the relationship between the lexicographic tolerable solution concept and the well-known robust solution, as the set-based robust efficiency [Ehrgott, M.; Ide, J.; Schöbel, A. Minmax robustness for multi-objective optimization problems. Eur. J. Oper. Res. 239 (2014), no. 1, 17–31.], are provided.
This study introduces a robust concept for considering uncertain multiobjective optimization problems, called the lightly robust max-ordering solution. This introduced solution concept offers the best option for solving issues based on the maximum cost in the worst-case scenario. Introducing a tolerable relaxation parameter can be used to increase the robustness of the solution but, at the same time, the desirable property of such a solution with respect to the nominal scenario might be decreased. Subsequently, the two measurements, which are the ‘gain in robustness’ and the ‘price to be paid for robustness’, are considered. These measurements are needed to support a decision maker to find more desirable lightly robust max-ordering solutions with a beneficial trade-off between the robustness of solutions and the quality of solutions in an undisturbed situation. Moreover, an algorithm for finding the proposed solution is presented and discussed. An instance of the benefits of the suggested solution concept is used on an example of ambulance location planning if ambulances may be unavailable.
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