期刊
OPTIMIZATION LETTERS
卷 8, 期 4, 页码 1287-1299出版社
SPRINGER HEIDELBERG
DOI: 10.1007/s11590-013-0654-1
关键词
Interval linear programming; Weak feasible solution; Weak optimal solution; KKT conditions
资金
- National Natural Science Foundation of China [61003194, 11171316]
- [PPKC2013YB011]
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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