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

Dorota Kuchta ()

Central European Journal of Operations Research, 2008, vol. 16, issue 3, 307-316

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

Keywords: Linear programming; Interval coefficients; Approximate model (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s10100-008-0059-x

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