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IEEE SMC'99 Conference Proceedings. 1999 IEEE International Conference on Systems, Man, and Cybernetics (Cat. No.99CH37028)
In this paper, we investigate the computation methods for minimax regret solutions to linear programming problems with uncertain objective function coefficients. The previously proposed solution algorithms, two phase approach, bilevel programming approach and branch and bound approach are reviewed. An outer approximation approach is newly proposed. By numerical experiments, the efficiency of solution algorithms is compared. It is shown that a computation method based on the branch and bounddoi:10.1109/icsmc.1999.823361 fatcat:oxykota43jc2nhol5o5qgccneu