An Achievement Rate Approach to Linear Programming Problems with an Interval Objective Function

Inuiguchi M & Sakawa M (1994). An Achievement Rate Approach to Linear Programming Problems with an Interval Objective Function. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-033

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Abstract

In this paper, we focus on a treatment of a linear programming problem with an interval objective function. From the viewpoint of the achievement rate, a new solution concept, a maximin achievement rate solution is proposed. Nice properties of this solution are shown: a maximin achievement rate solution is necessarily optimal when a necessarily optimal solution exists, and if not, then it is still a possibly optimal solution. An algorithm for a maximin achievement rate solution is proposed based on a relaxation procedure together with a simplex method. A numerical example is given to demonstrate the proposed solution algorithm.

Item Type: Monograph (IIASA Working Paper)
Research Programs: Methodology of Decision Analysis (MDA)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 02:04
Last Modified: 22 Jul 2016 00:11
URI: http://pure.iiasa.ac.at/4176

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