@techreport{iiasa4176, month = {May}, type = {IIASA Working Paper}, title = {An Achievement Rate Approach to Linear Programming Problems with an Interval Objective Function}, address = {IIASA, Laxenburg, Austria}, publisher = {WP-94-033}, year = {1994}, url = {https://pure.iiasa.ac.at/id/eprint/4176/}, 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.}, author = {Inuiguchi, M. and Sakawa, M.} }