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

Resumen

Abstract 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 sum‐distance 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.