TY  - RPRT
CY  - IIASA, Laxenburg, Austria
ID  - iiasa4176
UR  - https://pure.iiasa.ac.at/id/eprint/4176/
A1  - Inuiguchi, M.
A1  - Sakawa, M.
Y1  - 1994/05//
N2  - 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.
PB  - WP-94-033
M1  - working_paper
TI  - An Achievement Rate Approach to Linear Programming Problems with an Interval Objective Function
AV  - public
EP  - 24
ER  -