4.4 Article

Checking weak optimality of the solution to linear programming with interval right-hand side

Journal

OPTIMIZATION LETTERS
Volume 8, Issue 4, Pages 1287-1299

Publisher

SPRINGER HEIDELBERG
DOI: 10.1007/s11590-013-0654-1

Keywords

Interval linear programming; Weak feasible solution; Weak optimal solution; KKT conditions

Funding

  1. National Natural Science Foundation of China [61003194, 11171316]
  2. [PPKC2013YB011]

Ask authors/readers for more resources

The interval linear programming (IvLP) is a method for decision making under uncertainty. A weak feasible solution to IvLP is called weakly optimal if it is optimal for some scenario of the IvLP. One of the basic and difficult tasks in IvLP is to check whether a given point is weak optimal. In this paper, we investigate linear programming problems with interval right-hand side. Some necessary and sufficient conditions for checking weak optimality of given feasible solutions are established, based on the KKT conditions of linear programming. The proposed methods are simple, easy to implement yet very effective, since they run in polynomial time.

Authors

I am an author on this paper
Click your name to claim this paper and add it to your profile.

Reviews

Primary Rating

4.4
Not enough ratings

Secondary Ratings

Novelty
-
Significance
-
Scientific rigor
-
Rate this paper

Recommended

No Data Available
No Data Available