Bounds on the worst optimal value in interval linear programming

作     者：Mohammadi, Mohsen Gentili, Monica 

作者机构：Univ Louisville Dept Ind Engn 132 Eastern Pkwy Louisville KY 40292 USA Univ Salerno Dept Math Giovanni Paolo II 132 I-84084 Fisciano SA Italy 

出 版 物：《SOFT COMPUTING》 (Soft Comput.)

年 卷 期：2019年第23卷第21期

页      面：11055-11061页

核心收录：

学科分类：08[工学] 0812[工学-计算机科学与技术（可授工学、理学学位）] 

基　　金：The authors thank the two anonymous referees for their suggestions and comments which helped improve the quality and clarity of the paper 

主　　题：Interval linear programming Worst optimal value Bounds 

摘      要：One of the basic tools to describe uncertainty in a linear programming model is interval linear programming, where parameters are assumed to vary within a priori known intervals. One of the main topics addressed in this context is determining the optimal value range, that is, the best and the worst of all the optimal values of the objective function among all the realizations of the uncertain parameters. For the equality constraint problems, computing the best optimal value is an easy task, but the worst optimal value calculation is known to be NP-hard. In this study, we propose new methods to determine bounds for the worst optimal value, and we evaluate them on a set of randomly generated instances.