relation: https://pure.iiasa.ac.at/id/eprint/4176/
title: An Achievement Rate Approach to Linear Programming Problems with an Interval Objective Function
creator: Inuiguchi, M.
creator: Sakawa, M.
description: 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.
publisher: WP-94-033
date: 1994-05
type: Monograph
type: NonPeerReviewed
format: text
language: en
identifier: https://pure.iiasa.ac.at/id/eprint/4176/1/WP-94-033.pdf
identifier:   Inuiguchi, M. <https://pure.iiasa.ac.at/view/iiasa/1340.html> & Sakawa, M. <https://pure.iiasa.ac.at/view/iiasa/1550.html>  (1994).  An Achievement Rate Approach to Linear Programming Problems with an Interval Objective Function.   IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-033