Solving Multiobjective Programming Problems with Robust Optimization Approach

As we know multiobjective optimization problems are of very interesting subject in the world of optimization problems. Since in the real physical world we face many situations in which uncertainty plays a very important role rather than primary. Therefore investigating MultiObjective Linear Programming (MOLP) with uncertainty in constraints forced us to use a robust optimization technique which has attracted the attention of many investigators in the recent decades. In this paper, we used an ellipsoid robust optimization to solve MOLP with use of robust augmented weighted Tchebychef programs. Numerical example is presented to illustrate the efficiency and performance of solution approach.