Outcome range problem in interval linear programming: An exact approach

Kód výsledku v 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>

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

Outcome range problem in interval linear programming: An exact approach

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

Outcome range problem in interval linear programming: An exact approach

Popis výsledku anglicky

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.

Druh

D - Stať ve sborníku

CEP obor

—

OECD FORD obor

50201 - Economic Theory

Projekt

<a href="/cs/project/GA18-04735S" target="_blank" >GA18-04735S: Nové přístupy pro relaxační a aproximační techniky v deterministické globální optimalizaci</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2020

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

Integrated Uncertainty in Knowledge Modelling and Decision Making

ISBN

978-3-030-62509-2

ISSN

0302-9743

e-ISSN

—

Počet stran výsledku

12

Strana od-do

3-14

Název nakladatele

Springer

Místo vydání

Cham

Místo konání akce

Phuket, Thailand

Datum konání akce

11. 11. 2020

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

—