{
  "id": "1403.7427",
  "version": "v1",
  "published": "2014-03-28T16:02:56.000Z",
  "updated": "2014-03-28T16:02:56.000Z",
  "title": "Robust optimal solutions in interval linear programming with forall-exists quantifiers",
  "authors": [
    "Milan Hladík"
  ],
  "categories": [
    "math.OC"
  ],
  "abstract": "We introduce a novel kind of robustness in linear programming. A solution x* is called robust optimal if for all realizations of objective functions coefficients and constraint matrix entries from given interval domains there are appropriate choices of the right-hand side entries from their interval domains such that x* remains optimal. we propose a method to check for robustness of a given point, and also recommend how a suitable candidate can be found. We also discuss topological properties of the robust optimal solution set. We illustrate applicability of our concept in a transportation problem.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2014-03-28T16:02:56.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "90C05",
      "90C31"
    ],
    "keywords": [
      "interval linear programming",
      "forall-exists quantifiers",
      "robust optimal solution set",
      "interval domains",
      "right-hand side entries"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2014arXiv1403.7427H"
    }
  }
}