Robustness in the Pareto-solutions for the multi-criteria minisum location problem

In this paper, a new trend is introduced into the field of multi-criteria location problems. We combine the robustness approach using the minmax regret criterion together with Pareto-optimality. We consider the multi-criteria squared Euclidean minisum location problem which consists of simultaneously minimizing a number of weighted sumdistance functions and the set of Pareto-optimal locations as its solution concept. The Pareto-optimal solutions for the set of robust locations with respect to the original weighted sum-distance functions is completely characterized. These Pareto-optimal solutions have both the properties of stability and non-domination which are required in robust and multi-criteria programming. Copyright # 2001 John Wiley & Sons, Ltd.

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