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arXiv · 1403.7427

Robust optimal solutions in interval linear programming with forall-exists quantifiers

Milan Hladík
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Abstract

We introduce a novel kind of robustness in linear programming. A solution x* is called robust optimal if for all realizations of objective functions coefficients and constraint matrix entries from given interval domains there are appropriate choices of the right-hand side entries from their interval domains such that x* remains optimal. we propose a method to check for robustness of a given point, and also recommend how a suitable candidate can be found. We also discuss topological properties of the robust optimal solution set. We illustrate applicability of our concept in a transportation problem.

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Milan Hladík. 2014-03-28. Robust optimal solutions in interval linear programming with forall-exists quantifiers. https://doi.org/10.1016/j.ejor.2016.04.032

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