Inverse interval linear programming problem

Amin Mostafaee, Milan Hladík

The current paper investigates inverse interval linear programming problems. Assume that the interval domains for the objective function and constraint coefficient are given. A certain value over the range of optimal values is available, we ask for which scenario this optimal value is attained. With respect to continuity of optimal value objective function, we provide a method by using the parametric linear programming techniques. We start with the case in which only the cost coefficients appear in the form of ranges. Then we proceed to the cases when the interval coefficients are situated in the objective function and/or in the right-hand side of the constraints. Finally, we study the generic case with possibly all coefficients affected by interval uncertainty.