M. Inuiguchi et M. Sakawa, AN ACHIEVEMENT RATE APPROACH TO LINEAR-PROGRAMMING PROBLEMS WITH AN INTERVAL OBJECTIVE FUNCTION, The Journal of the Operational Research Society, 48(1), 1997, pp. 25-33
Citations number
14
Categorie Soggetti
Management,"Operatione Research & Management Science","Operatione Research & Management Science
In this paper, we focus on a treatment of a linear programming problem
with an interval objective function. From the viewpoint of the achiev
ement rate, a new solution concept, the maximin achievement rate solut
ion, is proposed. Nice properties of this solution are shown: a maximi
n achievement rate solution is necessarily optimal when a necessarily
optimal solution exists, and if not, then it is still a possibly optim
al solution. An algorithm for a maximin achievement rate solution is p
roposed based on a relaxation procedure together with a simplex method
. A numerical example is given to demonstrate the proposed solution al
gorithm.