Outcome range problem in interval linear programming: An exact approach

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F20%3A10419302" target="_blank" >RIV/00216208:11320/20:10419302 - isvavai.cz</a>
Result on the web
<a href="https://doi.org/10.1007/978-3-030-62509-2_1" target="_blank" >https://doi.org/10.1007/978-3-030-62509-2_1</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/978-3-030-62509-2_1" target="_blank" >10.1007/978-3-030-62509-2_1</a>

Result language
angličtina
Original language name
Outcome range problem in interval linear programming: An exact approach
Original language description
Interval programming provides a mathematical model for uncertain optimization problems, in which the input data can be perturbed independently within the given lower and upper bounds. This paper discusses the recently proposed outcome range problem in the context of interval linear programming. The motivation for the outcome range problem is to assess further impacts and consequences of optimal decision making, modeled in the program by an additional linear outcome function. Specifically, the goal is to compute a lower and an upper bound on the value of the given outcome function over the optimal solution set of the interval program. In this paper, we focus mainly on programs with interval coefficients in the objective function and the right-hand-side vector. For this special class of interval programs, we design an algorithm for computing the outcome range exactly, based on complementary slackness and guided basis enumeration. Finally, we perform a series of computational experiments to evaluate the performance of the proposed method.
Czech name
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Czech description
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Project
<a href="/en/project/GA18-04735S" target="_blank" >GA18-04735S: Novel approaches for relaxation and approximation techniques in deterministic global optimization</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Integrated Uncertainty in Knowledge Modelling and Decision Making
ISBN
978-3-030-62509-2
ISSN
0302-9743
e-ISSN
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Number of pages
12
Pages from-to
3-14
Publisher name
Springer
Place of publication
Cham
Event location
Phuket, Thailand
Event date
Nov 11, 2020
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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