返回
Enhanced-interval linear programming
DOI:10.1016/j.ejor.2008.12.019.png)
摘要
En 中文
An enhanced-interval linear programming (EILP) model and its solution algorithm have been developed that incorporate enhanced-interval uncertainty (e.g., A(+/-), B-+/- and C-+/-) in a linear optimization framework. As a new extension of linear programming, the EILP model has the following advantages. Its solution space is absolutely feasible compared to that of interval linear programming (ILP), which helps to achieve insight into the expected-value-oriented trade-off between system benefits and risks of constraint violations. The degree of uncertainty of its enhanced-interval objective function (EIOF) would be lower than that of ILP model when the solution space is absolutely feasible, and the EIOF's expected value could be used as a criterion for generating the appropriate alternatives, which help decision-makers obtain non-extreme decisions. Moreover, because it can be decomposed into two submodels. EILP's computational requirement is lower than that of stochastic and fuzzy LP models. The results of a numeric example further indicated the feasibility and effectiveness of EILP model. In addition, El nonlinear programming models, hybrid stochastic or fuzzy EILP models as well as risk-based trade-off analysis for El uncertainty within decision process can be further developed to improve its applicability. (C) 2008 Elsevier B.V. All rights reserved.
Keyword:
Linear programming
Optimization
Uncertainty
Feasibility
Solution algorithm
Risk-based decision making
AI总结
对已上传原文的论文进行重点信息的提取,主要内容包括:简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。
期刊
IF:
6
论文数:
2.2W
被引数:
6.4W
机构
引用论文
Multiple objective linear programming models with interval coefficients - an illustrated overview具有区间系数的多目标线性规划模型-图解概述

