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dc.contributor.authorGabrel, Virginie
dc.contributor.authorMurat, Cécile
dc.contributor.authorRemli, Nabila
dc.date.accessioned2009-09-17T14:07:26Z
dc.date.available2009-09-17T14:07:26Z
dc.date.issued2010
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/1739
dc.language.isoenen
dc.subjectmaximum regret criteriaen
dc.subjectrobustness analysisen
dc.subjectinterval right handsideen
dc.subjectlinear programmingen
dc.subject.ddc003en
dc.titleLinear Programming with interval right hand sidesen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenIn this paper, we study general linear programs in which right handsides are interval numbers. This model is relevant when uncertain and inaccurate factors make di±cult the assignment of a single value to each right handside. When objective function coefficients are interval numbers in a linear program, it is used to determine optimal solutions according to classical criteria coming from decision theory (like the worst case criterion). When the feasible solutions set is uncer- tain, another approach consists in determining the worst and best optimum solutions. We study the complexity of these two optimization problems when each right handside is an interval number. Moreover, we analysis the relationship between these two problems and the classical approach coming from decision theory. We exhibit some duality relation between the worst optimum solution problem and the best optimum solution problem in the dual. This study highlights some duality property in robustness analysis.en
dc.relation.isversionofjnlnameInternational Transactions in Operational Research
dc.relation.isversionofjnlvol17en
dc.relation.isversionofjnlissue3en
dc.relation.isversionofjnldate2010
dc.relation.isversionofjnlpages397-408en
dc.relation.isversionofdoihttp://dx.doi.org/10.1111/j.1475-3995.2009.00737.x
dc.identifier.urlsitehttp://hal.archives-ouvertes.fr/hal-00178102/en/en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherWiley interscienceen
dc.subject.ddclabelRecherche opérationnelleen


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