A goal programming approach for solving the random interval linear programming problem

This paper presents a goal programming model for solving linear programming problems involving random interval coefficients. In this model, a random interval with known characters is considered as the aspiration level (target) of the objective function. The original problem involving random interval parameters is transformed into a biobjective equivalent problem using the proposed model. Defining an auxiliary variable, an approach for solving the biobjective problem is presented. Two numerical examples are carried out to show the efficiency of the proposed model.