Journal
OPTIMIZATION LETTERS
Volume 8, Issue 4, Pages 1287-1299Publisher
SPRINGER HEIDELBERG
DOI: 10.1007/s11590-013-0654-1
Keywords
Interval linear programming; Weak feasible solution; Weak optimal solution; KKT conditions
Funding
- National Natural Science Foundation of China [61003194, 11171316]
- [PPKC2013YB011]
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The interval linear programming (IvLP) is a method for decision making under uncertainty. A weak feasible solution to IvLP is called weakly optimal if it is optimal for some scenario of the IvLP. One of the basic and difficult tasks in IvLP is to check whether a given point is weak optimal. In this paper, we investigate linear programming problems with interval right-hand side. Some necessary and sufficient conditions for checking weak optimality of given feasible solutions are established, based on the KKT conditions of linear programming. The proposed methods are simple, easy to implement yet very effective, since they run in polynomial time.
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