한국지능시스템학회:학술대회논문집 (Proceedings of the Korean Institute of Intelligent Systems Conference)
- 한국퍼지및지능시스템학회 1998년도 The Third Asian Fuzzy Systems Symposium
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- Pages.501-505
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- 1998
An Achievement rate Approach to Linear Programming Problems with Convex Polyhedral Objective Coefficients
- Inuiguchi, Masahiro (Department of Electronics and Information Systems, Osaka University) ;
- Tanino, Tetsuzo (Department of Electronics and Information Systems, Osaka University)
- 발행 : 1998.06.01
초록
In this paper, an LP problem with convex polyhedral objective coefficients is treated. In the problem, the interactivities of the uncertain objective coefficients are represented by a bounded convex polyhedron (a convex polytope). We develop a computation algorithm of a maxmin achievement rate solution. To solve the problem, first, we introduce the relaxation procedure. In the algorithm, a sub-problem, a bilevel programing problem, should be solved. To solve the sub-problem, we develop a solution method based on a branch and bound method. As a result, it is shown that the problem can be solved by the repetitional use of the simplex method.
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