Testing weak optimality of a given solution in interval linear programming revisited: NP-hardness proof, algorithm and some polynomial cases

Abstract

We address the problem of testing weak optimality of a given solution of a given interval linear program. The problem was recently wrongly stated to be polynomially solvable. We disprove it. We show that the problem is NP-hard in general. We propose a new algorithm for the problem, based on orthant decomposition and solving linear systems. Running time of the algorithm is exponential in the number of equality constraints. Interval linear programs with inequality constraints only can be processed in polynomial time.