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dc.contributor.authorGabrel, Virginie
dc.contributor.authorMurat, Cécile
dc.contributor.authorRemli, Nabila
dc.date.accessioned2010-11-16T14:13:22Z
dc.date.available2010-11-16T14:13:22Z
dc.date.issued2008
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/5087
dc.language.isoenen
dc.subjectinterval linear programmingen
dc.subjectstochastic optimizationen
dc.subjectsensitivity analysisen
dc.subjectoptimizationen
dc.subject.ddc003en
dc.titleBest and Worst optimum for linear programs with interval right hand sidesen
dc.typeCommunication / Conférence
dc.description.abstractenIn optimization, it is used to deal with uncertain and inaccurate factors which make difficult the assignment of a single plausible value to each model parameters. Two approaches are possible: in the first one, a single nominal value is assigned to each parameter, the corresponding optimal solution is computed, then the interval in which each parameter can vary in order to preserve optimality solution is determined; the second approach consists in taking into account in the model to optimize, the possible variations of each parameter. In mathematical programming, the first approach is known as sensitivity analysis (see e.g. [6]). For the second approach, stochastic optimization may be applied for some problems in which parameters value can be described by probability laws (see for example [4]). When it is not possible nor relevant to associate probability laws to parameters, another way amounts to assign a set of possible values to each parameter. Two models may be considered: in the first one, a finite set of values is assigned to each uncertain model coefficient; in the second one, each uncertain model coefficient is associated with an interval number. In this paper, we only consider this second model called interval linear programming.en
dc.identifier.citationpages126-134en
dc.relation.ispartofseriestitleCommunications in Computer and Information Science
dc.relation.ispartofseriesnumber14
dc.relation.ispartoftitleModelling, Computation and Optimization in Information Systems and Management Sciences. Second International Conference MCO 2008, Metz, France - Luxembourg, September 8-10, 2008. Proceedingsen
dc.relation.ispartofeditorLe Thi, Hoai An
dc.relation.ispartofeditorPham Dinh, Tao
dc.relation.ispartofeditorBouvry, Pascal
dc.relation.ispartofpublnameSpringeren
dc.relation.ispartofpublcityBerlinen
dc.relation.ispartofdate2008
dc.relation.ispartofpages618en
dc.relation.ispartofurlhttp://dx.doi.org/10.1007/978-3-540-87477-5en
dc.description.sponsorshipprivateouien
dc.subject.ddclabelRecherche opérationnelleen
dc.relation.ispartofisbn978-3-540-87476-8en
dc.relation.conftitleModelling, Computation and Optimization in Information Systems and Management Sciences (MCO'08)en
dc.relation.confdate2008-09
dc.relation.confcityMetzen
dc.relation.confcountryFranceen
dc.identifier.doihttp://dx.doi.org/10.1007/978-3-540-87477-5_14


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