Robust optimal solutions in interval linear programming with forall-exists quantifiers
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Publication:323404
DOI10.1016/J.EJOR.2016.04.032zbMATH Open1346.90574arXiv1403.7427OpenAlexW2949865709MaRDI QIDQ323404FDOQ323404
Authors: Milan Hladík 
Publication date: 7 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Abstract: We introduce a novel kind of robustness in linear programming. A solution x* is called robust optimal if for all realizations of objective functions coefficients and constraint matrix entries from given interval domains there are appropriate choices of the right-hand side entries from their interval domains such that x* remains optimal. we propose a method to check for robustness of a given point, and also recommend how a suitable candidate can be found. We also discuss topological properties of the robust optimal solution set. We illustrate applicability of our concept in a transportation problem.
Full work available at URL: https://arxiv.org/abs/1403.7427
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Linear programming (90C05) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)
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Cited In (18)
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- AE solutions to two-sided interval linear systems over max-plus algebra
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- EA solutions and EA solvability to general interval linear systems
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