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Inuiguchi, M. & Sakawa, M. (1994). An Achievement Rate Approach to Linear Programming Problems with an Interval Objective Function. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-033
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Abstract
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.
| Item Type: | Monograph (IIASA Working Paper) |
|---|---|
| Research Programs: | Methodology of Decision Analysis (MDA) |
| Depositing User: | IIASA Import |
| Date Deposited: | 15 Jan 2016 02:04 |
| Last Modified: | 27 Aug 2021 17:14 |
| URI: | https://pure.iiasa.ac.at/4176 |
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