Abstract:
We propose a new approach to optimization problems with uncertain factors, which is related to transformation of the initial problem into a bi-criterial optimization problem. This problem is suggested to be solved by a combination of the sequential concessions method and linear convolution of criteria. An application of the method for the simplest extremal graph problems is also described.
Keywords:optimization problems, uncertain factors, bi-criterial optimization problems, the shortest spanning tree problem, the shortest path problem.
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