Finding Efficient Solutions in the Interval Multi-objektive Linear Programming Models

Abstract

So far, the methods proposed to determine efficient solutions of the interval multi-objective linear programming (IMOLP) were long and complex. In this paper, we propose a new method to determine the efficient solutions of the IMOLP by using the expected value and variance (EVV) operators. The IMOLP model, using the EVV operators is converted into an interval linear programming (ILP) that is called EVV-ILP model. We show that the optimal solutions of the EEV-ILP are the efficient solutions of the IMOLP models. Monte Carlo simulation is used to show the performance of the solutions given by the proposed method.