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

2016 ◽  
Vol 254 (3) ◽  
pp. 705-714 ◽  
Author(s):  
Milan Hladík
Author(s):  
Aida Batamiz ◽  
Mehdi Allahdadi

The aim of our paper is to obtain efficient solutions to the interval multi- objective linear programming (IMOLP) models. In this paper, we propose a new method to determine the efficient solutions in the IMOLP models by using the expected value and variance operators (EVV operators). First, we define concepts of the expected value, variance, and uncertainty distributions, and present some properties of the EVV operators. Then, we introduce the IMOLP model under these operators. An IMOLP model consist of separate ILPs, but using the EVV operators and the uncertainty distributions, it can be converted into the interval linear programming (ILP) models under the EVV operators (EVV-ILP model). We show that optimal solutions of the EEV-ILP model are the efficient solutions of IMOLP models with uncertainty variables. The proposed method, which is called EVV, is not hard to solve. Finally, Monte Carlo simulation is used to show its the performance assessment.


2015 ◽  
Vol 187 ◽  
pp. 6-13 ◽  
Author(s):  
Jingzheng Ren ◽  
Liang Dong ◽  
Lu Sun ◽  
Michael Evan Goodsite ◽  
Shiyu Tan ◽  
...  

Author(s):  
Ladji Kané ◽  
Lassina Diabaté ◽  
Daouda Diawara ◽  
Moussa Konaté ◽  
Souleymane Kané

This study proposes a novel technique for solving Linear Programming Problems with triangular fuzzy variables. A modified version of the well-known simplex method and the Existing Method for Solving Interval Linear Programming problems are used for solving linear programming problems with triangular fuzzy variables. Furthermore, for illustration, some numerical examples and one real problem are used to demonstrate the correctness and usefulness of the proposed method. The proposed algorithm is flexible, easy, and reasonable.


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