An interval linear program is (IP): maximize ctx s.t. b-≤Ax≤b+, where the matrix A, vectors c, b-, and b+ are given. The explicit solution of (IP) when A has full row rank  is used here to derive an iterative method for solving the general (IP). This method applies to general linear programs and is shown to be a dual method with multiple substitution.
All Science Journal Classification (ASJC) codes
- Algebra and Number Theory
- Numerical Analysis
- Geometry and Topology
- Discrete Mathematics and Combinatorics