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

  • Elif Garajová Faculty of Mathematics and Physics, Charles University, Prague
  • Milan Hladík Faculty of Mathematics and Physics, Charles University, Prague
  • Miroslav Rada Faculty of Finance and Accounting, University of Economics, Prague

Abstract

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.

Published
2019-12-13
Section
CRORR Journal Regular Issue