在研究区间线性规划时,如何判定可行解是否为弱最优解是一个比较重要的问题。讨论了区间右端值线性规划的一般约束问题,通过运用线性规划中的KT条件,得到了检验可行解是否为弱最优解的充要条件。方法简单实用,且在多项式时间内可解。
In the research of interval linear programming, one of the basic and difficult tasks is to determine whether a given solution is a weak optimal solution. In this paper, we investigate interval linear programming with general interval right-hand side, and get the sufficient and necessary condition for checking weak optimality of a given solution, based on the KT conditions of linear programming. This method is simple, and can be solved in polynomial time.