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The Outcome Range Problem

Mohsen Mohammadi(m0moha15***at***louisville.edu)
Monica Gentili(monica.gentili***at***louisville.edu)

Abstract: This paper introduces and studies a new problem, namely the Outcome Range Problem, which aims at quantifying unintended consequences of an optimal decision in an uncertain environment. In particular, we consider linear programming problems in which all or some of input data can vary within given real intervals. The outcome range problem, in this context, consists of determining the best and the worst values of a given (additional) linear function over the set of all optimal solutions of a linear program with interval data. We first formally define the problem, and investigate its complexity. We then develop two approximation methods for the problem: a local search algorithm and a super-set based method. We test the methods on a set of randomly generated instances. Finally, we offer a real case study on healthcare access measurement to show the relevance of our problem for reliable decision making.

Keywords: Interval Linear Programming, Interval Analysis, Linear Programming, Heuristics, Healthcare Access Measurement

Category 1: Linear, Cone and Semidefinite Programming

Category 2: Applications -- OR and Management Sciences (Other )

Citation:

Download: [PDF]

Entry Submitted: 10/02/2019
Entry Accepted: 10/02/2019
Entry Last Modified: 10/02/2019

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