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

作者: M Inuiguchi , M Sakawa

DOI: 10.1057/PALGRAVE.JORS.2600322

关键词:

摘要: In this paper, we focus on a treatment of linear programming problem with an interval objective function. From the viewpoint achievement rate, new solution concept, maximin rate solution, is proposed. Nice properties are shown: necessarily optimal when exists, and if not, then it still possibly solution. An algorithm for proposed based relaxation procedure together simplex method. A numerical example given to demonstrate algorithm.

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