%A M. Inuiguchi
%A M. Sakawa
%T An Achievement Rate Approach to Linear Programming Problems with an Interval Objective Function
%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.
%C IIASA, Laxenburg, Austria
%D 1994
%I WP-94-033
%L iiasa4176