Implementation of maximin and maximal solutions for linear programming problems under uncertainty

We present a software implementation of the methods for solving linear programming problems under uncertainty from previous work. Uncertainties about constraint parameters can be expressed as intervals or trapezoidal possibility distributions. The software computes the solutions for the optimality c...

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Hauptverfasser: Huntley, N, Quiñones Lara, R.A, Shariatmadar, K, Quaeghebeur, E, De Cooman, G, Kerre, E
Format: Tagungsbericht
Sprache:eng
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Zusammenfassung:We present a software implementation of the methods for solving linear programming problems under uncertainty from previous work. Uncertainties about constraint parameters can be expressed as intervals or trapezoidal possibility distributions. The software computes the solutions for the optimality criteria maximin and maximality. For maximality with possibility distributions, only an approximate solution is obtained.