An Achievement Rate Approach to Linear Programming Problems with an Interval Objective Function

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3953 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3953 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/3953 archive 351 disk0/00/00/41/76 2016-01-15 02:04:38 2021-08-27 17:14:55 2016-01-15 02:04:38 monograph show 2 Inuiguchi M. 1565 Sakawa M. 8446 An Achievement Rate Approach to Linear Programming Problems with an Interval Objective Function pub iis_met iis_mod prog_mda 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. 1994-05 published WP-94-033 WP-94-033 10 1340 1550 public working_paper IIASA, Laxenburg, Austria 24 FALSE info:eu-repo/semantics/book