IDEAS home Printed from https://ideas.repec.org/a/inm/oropre/v24y1976i4p783-787.html
   My bibliography  Save this article

Technical Note—Exact Solutions of Inexact Linear Programs

Author

Listed:
  • James E. Falk

    (The George Washington University, Washington, D.C.)

Abstract

We address the problem of solving a linear program whose objective function coefficients are known only to lie in a given convex set. We seek a solution that is optimal against the worst possible realization of the objective function, i.e., a max-min solution. We present optimality criteria that characterize the desired solution and strengthen earlier results due to Soyster. The conditions are computationally implementable.

Suggested Citation

  • James E. Falk, 1976. "Technical Note—Exact Solutions of Inexact Linear Programs," Operations Research, INFORMS, vol. 24(4), pages 783-787, August.
    • Handle: RePEc:inm:oropre:v:24:y:1976:i:4:p:783-787
    DOI: 10.1287/opre.24.4.783
    as

    Download full text from publisher

    File URL: http://dx.doi.org/10.1287/opre.24.4.783
    Download Restriction: no
    File URL: https://libkey.io/10.1287/opre.24.4.783?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Hsien-Chung Wu, 2011. "Duality Theory in Interval-Valued Linear Programming Problems," Journal of Optimization Theory and Applications, Springer, vol. 150(2), pages 298-316, August.
    2. Namakshenas, Mohammad & Mazdeh, Mohammad Mahdavi & Braaksma, Aleida & Heydari, Mehdi, 2023. "Appointment scheduling for medical diagnostic centers considering time-sensitive pharmaceuticals: A dynamic robust optimization approach," European Journal of Operational Research, Elsevier, vol. 305(3), pages 1018-1031.
    3. A. K. Bhurjee & G. Panda, 2016. "Sufficient optimality conditions and duality theory for interval optimization problem," Annals of Operations Research, Springer, vol. 243(1), pages 335-348, August.
    4. H. C. Wu, 2010. "Duality Theory for Optimization Problems with Interval-Valued Objective Functions," Journal of Optimization Theory and Applications, Springer, vol. 144(3), pages 615-628, March.
    5. Gorissen, B.L. & Ben-Tal, A. & Blanc, J.P.C. & den Hertog, D., 2012. "A New Method for Deriving Robust and Globalized Robust Solutions of Uncertain Linear Conic Optimization Problems Having General Convex Uncertainty Sets," Other publications TiSEM e4c05682-e13c-4d1a-bc3f-a, Tilburg University, School of Economics and Management.
    6. H. C. Wu, 2008. "Wolfe Duality for Interval-Valued Optimization," Journal of Optimization Theory and Applications, Springer, vol. 138(3), pages 497-509, September.
    7. João Flávio de Freitas Almeida & Samuel Vieira Conceição & Luiz Ricardo Pinto & Ricardo Saraiva de Camargo & Gilberto de Miranda Júnior, 2018. "Flexibility evaluation of multiechelon supply chains," PLOS ONE, Public Library of Science, vol. 13(3), pages 1-27, March.
    8. Bram L. Gorissen & Hans Blanc & Dick den Hertog & Aharon Ben-Tal, 2014. "Technical Note---Deriving Robust and Globalized Robust Solutions of Uncertain Linear Programs with General Convex Uncertainty Sets," Operations Research, INFORMS, vol. 62(3), pages 672-679, June.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:oropre:v:24:y:1976:i:4:p:783-787. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Asher (email available below). General contact details of provider: https://edirc.repec.org/data/inforea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.