In this paper we deal with interval multiple criteria and multiple constraint level linear programming. We define a robust basis for all possible perturbation of coefficients within intervals in objective functions and constraints that is regarded as secure and conservative solution under uncertainty. According to the conventional multiple objective programming literature, it is required to solve test subproblem for each basis. Therefore, in case of our interval problem excessive computational demand is estimated. In this paper investigating the properties of robust basis by combination of interval extreme points we obtained the result that the robust basis can be identified by working with only a finite subset of possible perturbations of the coefficients.
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