Article ID: | iaor19972533 |
Country: | United Kingdom |
Volume: | 48 |
Issue: | 1 |
Start Page Number: | 25 |
End Page Number: | 33 |
Publication Date: | Jan 1997 |
Journal: | Journal of the Operational Research Society |
Authors: | Inuiguchi M. |
Keywords: | fuzzy sets, programming: fractional |
In this paper, the authors focus on a treatment of a linear programming problem with an interval objective function. From the viewpoint of the achievement rate, a new solution concept, the maximin achievement rate solution, is proposed. Nice properties of this solution are shown: a maximin achievement rate solution is necessarily optimal when a necessarily optimal solution exists, and if not, then it is still a possibly optimal solution. An algorithm for a maximin achievement rate solution is proposed based on a relaxation procedure together with a simplex method. A numerical example is given to demonstrate the proposed solution algorithm.