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

<p>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 prese...

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Bibliographic Details
Main Authors: Elif Garajová, Milan Hladík, Miroslav Rada
Format: Article
Language:English
Published: Croatian Operational Research Society 2019-01-01
Series:Croatian Operational Research Review
Online Access:https://hrcak.srce.hr/file/334186
Description
Summary:<p>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.</p>
ISSN:1848-0225
1848-9931