📝 SummarXiv

Abstract

Absolute value linear programming problems is quite a new area of optimization problems, involving linear functions and absolute values in the description of the model. In this paper, we consider interval uncertainty of the input coefficients. Our goal is to determine the best and the worst case optimal values. For the former, we derive an explicit formula, reducing the problem to a certain optimization problem. However, the latter is more complicated, and we propose a lower and upper bound approaches to estimate the value. We also investigate the basis stability, in which situation the best case optimal value is efficiently computable. The worst case optimal value then also admits a simple characterization; however, the computational complexity remains open.