Izvorni znanstveni članak

https://doi.org/10.17535/crorr.2019.0018

The best, the worst and the semi-strong: optimal values in interval linear programming

Elif Garajová orcid.org/0000-0002-3052-5970 ; Faculty of Mathematics and Physics, Charles University, Prague
Milan Hladík orcid.org/0000-0002-7340-8491 ; Faculty of Mathematics and Physics, Charles University, Prague
Miroslav Rada orcid.org/0000-0002-1761-897X ; Faculty of Finance and Accounting, University of Economics, Prague

Sažetak

Interval programming provides one of the modern approaches to modeling optimization problems under uncertainty. Traditionally, the best and the worst optimal values determining the optimal value range are considered as the main solution concept for interval programs. In this paper, we present the concept of semi-strong values as a generalization of the best and the worst optimal values. Semi-strong values extend the recently introduced notion of semi-strong optimal solutions, allowing the model to cover a wider range of applications. We propose conditions for testing values that are strong with respect to the objective vector, right-hand-side vector or the constraint matrix for interval linear programs in the general form.

Ključne riječi

linear programming; interval data; optimal value; semi-strong value

Hrčak ID:

229890

URI

https://hrcak.srce.hr/229890

Datum izdavanja:

13.12.2019.

Posjeta: 1.423 *