On approximation of the best case optimal value in interval linear programming

Interval linear programming addresses problems with uncertain coefficients and the only information that we have is that the true values lie somewhere in the prescribed intervals. For the inequality constraint problem, computing the worst case scenario and the corresponding optimal value is an easy task, but the best case optimal value calculation is known to be NP-hard. In this paper, we discuss lower and upper bound approximation for the best case optimal value, and propose suitable methods for both of them. We also propose a not apriori exponential algorithm for computing the best case optimal value. The presented techniques are tested by randomly generated data, and also applied in a simple data classification problem.     

Optimal value range in interval linear programming

We deal with the linear programming problem in which input data can vary in some given real compact intervals. The aim is to compute the exact range of the optimal value function. We present a general approach to the situation the feasible set is described by an arbitrary linear interval system. Moreover, certain dependencies between the constraint matrix coefficients can be involved. As long as we are able to characterize the primal and dual solution set (the set of all possible primal and dual feasible solutions, respectively), the bounds of the objective function result from two nonlinear programming problems. We demonstrate our approach on various cases of the interval linear programming problem (with and without dependencies).     

How to determine basis stability in interval linear programming

Interval linear programming (ILP) was introduced in order to deal with linear programming problems with uncertainties that are modelled by ranges of admissible values. Basic tasks in ILP such as calculating the optimal value bounds or set of all possible solutions may be computationally very expensive. However, if some basis stability criterion holds true then the problems becomes much more easy to solve. In this paper, we propose a method for testing basis stability. Even though the method is exponential in the worst case (not surprisingly due to NP-hardness of the problem), it is fast in many cases.     

Range sets for weak efficiency in multiobjective linear programming and a parametric polytopes intersection problem

ABSTRACT

The aim of this paper is to obtain the range set for a given multiobjective linear programming problem and a weakly efficient solution. The range set is the set of all values of a parameter such that a given weakly efficient solution remains efficient when the objective coefficients vary in a given direction. The problem was originally formulated by Benson in 1985 and left to be solved. We formulate an algorithm for determining the range set, based on some hard optimization problems. Due to toughness of these optimization problems, we propose also lower and upper bound approximation techniques. In the second part, we focus on topological properties of the range set. In particular, we prove that a range set is formed by a finite union of intervals and we propose upper bounds on the number of intervals. Our approach to tackle the range set problem is via the intersection problem of parametric polytopes. Thus, our results have much wider area of applicability since the intersection (and separability) problem of convex polyhedra is important in many fields of optimization.     

Efficient Solution of a Class of Quantified Constraints with Quantifier Prefix Exists-Forall

In various applications the search for certificates for certain properties (e.g., stability of dynamical systems, program termination) can be formulated as a quantified constraint solving problem with quantifier prefix exists-forall. In this paper, we present an algorithm for solving a certain class of such problems based on interval techniques in combination with conservative linear programming approximation. In comparison with previous work, the method is more general—allowing general Boolean structure in the input constraint, and more efficient—using splitting heuristics that learn from the success of previous linear programming approximations.