A new approach to uncertain parameter linear programming

DOI10.1016/0377-2217(91)90326-QMaRDI QIDQ1179011zbMATH OpenFDO

Authors Ya-Guang Yang

Publication date 26 June 1992

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-2217(91)90326-Q

zbMATH Keywords

Convergencedecision riskfuzzy linear programmingstochastic linear programmingsuccessive deterministic linear programming problemsuncertain parametersupper and lower bounds for each parameter

Mathematics Subject Classification ID

Computational methods for problems pertaining to operations research and mathematical programming (90-08) Linear programming (90C05) Stochastic programming (90C15) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)

Review text

A new method for solving linear programming problems is given where the parameters are subject to uncertainty. No assumptions are made about probability distributions, but the method depends on specifying upper and lower bounds for each parameter. Solutions are obtained by solving successive deterministic linear programming problems. Convergence of the algorithm is proved. A definition and discussion of decision risk for this type of problem is given. There is a brief discussion of existing stochastic linear programming and fuzzy linear programming procedures which depend on assumptions about probability distributions of the parameters. The new method is applied to an example of feeding various livestock on various feeds.

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Cited in

(10)

• Pessimistic, optimistic, and minimax regret approaches for linear programs under uncertainty
• Uncertain linear systems
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• FUZZY METHOD FOR SOLVING GRAY PARAMETER LINEAR PROGRAMMING
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