区间线性规划及其鲁棒最优解研究

Interval Linear Programming and Its Optimal Robust Solution

文章针对目标函数和约束条件均含区间参数的标准线性规划模型,分析证明了鲁棒可行解存在的充分必要条件,将具有区间参数的目标函数转化为确定性的双目标函数,在求出全部非劣解后,根据鲁棒性指标求得鲁棒最优解,并给出算例说明。

Combined with the standard linear programming model with interval parameters involved in objec-tive function and constraint conditions, this article analyzes and proves the necessary and efficient conditions for robust feasible solution as well as transforms the objective function with interval parameters into deterministic bi-objective function. In addition, based on the non-inferior solution, this article, combined with the robust criteria, figures out the optimal robust solution with an example.