%0 Report
%9 IIASA Working Paper
%A Inuiguchi, M.
%A Sakawa, M.
%C IIASA, Laxenburg, Austria
%D 1994
%F iiasa:4176
%T An Achievement Rate Approach to Linear Programming Problems with an Interval Objective Function
%U https://pure.iiasa.ac.at/id/eprint/4176/
%X 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.