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On strong optimality of interval linear programming

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Abstract

We consider a linear programming problem with interval data. We discuss the problem of checking whether a given solution is optimal for each realization of interval data. This problem was studied for particular forms of linear programming problems. Herein, we extend the results to a general model and simplify the overall approach. Moreover, we inspect computational complexity, too. Eventually, we investigate a related optimality concept of semi-strong optimality, showing its characterization and complexity.

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Acknowledgments

The author was supported by the Czech Science Foundation Grant P402/13-10660S.

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Authors and Affiliations

  1. Department of Applied Mathematics, Faculty of Mathematics and Physics, Charles University, Malostranské nám. 25, 118 00, Prague, Czech Republic

    M. Hladík

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  1. M. Hladík
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Correspondence to M. Hladík.

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Hladík, M. On strong optimality of interval linear programming. Optim Lett 11, 1459–1468 (2017). https://doi.org/10.1007/s11590-016-1088-3

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  • DOI: https://doi.org/10.1007/s11590-016-1088-3

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