RT Monograph
SR 00
A1 Inuiguchi, M.
A1 Sakawa, M.
T1 An Achievement Rate Approach to Linear Programming Problems with an Interval Objective Function
YR 1994
FD 1994-05
SP 24
AB 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
PP IIASA, Laxenburg, Austria
AV Published
LK https://pure.iiasa.ac.at/id/eprint/4176/