Optimal value range in interval linear programming

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F09%3A00206311" target="_blank" >RIV/00216208:11320/09:00206311 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Optimal value range in interval linear programming

Original language description

We deal with the linear programming problem in which input data can vary in some given real compact intervals. The aim is to compute the exact range of the optimal value function. We present a general approach to the situation the feasible set is described by an arbitrary linear interval system. Moreover, certain dependencies between the constraint matrix coefficients can be involved. As long as we are able to characterize the primal and dual solution set (the set of all possible primal and dual feasible solutions, respectively), the bounds of the objective function result from two nonlinear programming problems. We demonstrate our approach on various cases of the interval linear programming problem (with and without dependencies).

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BB - Applied statistics, operational research

OECD FORD branch

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Project

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Continuities

Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2009

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Fuzzy Optimization and Decision Making

ISSN

1568-4539

e-ISSN

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Volume of the periodical

8

Issue of the periodical within the volume

3

Country of publishing house

DE - GERMANY

Number of pages

12

Pages from-to

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UT code for WoS article

000269419700004

EID of the result in the Scopus database

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