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A modification of a solution concept of the linear programming problem with interval coefficients in the constraints

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  • Dorota Kuchta

Abstract

We propose a modification of a concept of solving a linear programming problem with interval coefficients in the constraints. The original concept imposes the decision maker a way comparing intervals, our modification—which is an interactive approach, comprising the original one as its special case—gives him more freedom in the choice of the preference relation. Thanks to this flexibility he may be able to find a solution which better suits his needs and attitude towards risk. What is more, our modification corrects a serious drawback of the original method. Copyright Springer-Verlag 2008

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  • Dorota Kuchta, 2008. "A modification of a solution concept of the linear programming problem with interval coefficients in the constraints," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 16(3), pages 307-316, September.
    • Handle: RePEc:spr:cejnor:v:16:y:2008:i:3:p:307-316
    DOI: 10.1007/s10100-008-0059-x
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    References listed on IDEAS

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    1. J W Chinneck & K Ramadan, 2000. "Linear programming with interval coefficients," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 51(2), pages 209-220, February.
    2. Sengupta, Atanu & Pal, Tapan Kumar, 2000. "On comparing interval numbers," European Journal of Operational Research, Elsevier, vol. 127(1), pages 28-43, November.
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