A Novel Deterministic Interpretation Algorithm of Interval Nonlinear Programming

This paper studies the nonlinear programming with the interval parameters, proposing a novel deterministic interpretation algorithm of interval nonlinear programming. The concept of the risk coefficient is introduced, which shows degree of risk which the decision maker should undertake when seeking the optimal object function value. Also this paper introduces the concept of the largest allowable fluctuation domain to represent the decision maker´s requirement of fluctuation range of the objective function value under uncertainty. The proposed algorithm can sufficiently reflect the real decision requirement under uncertain environment