A suboptimization method for interval linear programming: a new method for linear programming

Philip D. Robers, Adi Ben-Israel

Research output: Contribution to journalArticle

18 Scopus citations

Abstract

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 [2] 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.

Original languageEnglish (US)
Pages (from-to)383-405
Number of pages23
JournalLinear Algebra and Its Applications
Volume3
Issue number3
DOIs
StatePublished - Jul 1970

    Fingerprint

All Science Journal Classification (ASJC) codes

  • Algebra and Number Theory
  • Numerical Analysis
  • Geometry and Topology
  • Discrete Mathematics and Combinatorics

Cite this