A Robust Two-Step Method for Solving Interval Linear Programming Problems within an Environmental Management Context

Abstract

In this study, a robust two-step method (RTSM) is developed to solve the interval linear programming (ILP) problem. It improved upon the two-step method (TSM) proposed by Huang et al. (1992) through incorporating additional constraints into solution procedures to avoid absolute violation. RTSM was applied to a simple case related to environmental management. The results demonstrated applicability of the developed methodology. Compare with the modified interval linear programming (MILP) method proposed by Zhou et al., (2008) and the three-step method (ThSM) developed by Cao and Huang (2011), RTSM can generate a relatively larger solution space and thus avoid significant loss of decision-related information. Besides, RTSM has simpler solution procedures than ThSM, and will not lead to great computational requirement.

Keywords: decision support, algorithm, interval number, optimization, uncertainty