An interval linear programming contractor

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F12%3A10125857" target="_blank" >RIV/00216208:11320/12:10125857 - isvavai.cz</a>
Result on the web
<a href="http://mme2012.opf.slu.cz/proceedings/pdf/049_Hladik.pdf" target="_blank" >http://mme2012.opf.slu.cz/proceedings/pdf/049_Hladik.pdf</a>
DOI - Digital Object Identifier
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Result language
angličtina
Original language name
An interval linear programming contractor
Original language description
We consider linear programming with interval data. One of the most challenging problems in this topic is to determine or tight approximate the set of all optimal solutions subject to all perturbations within the given intervals. We propose an iterative method that finds an enclosure of the set of optimal solutions. The method is based on a linear approximation and sequential refinement. It runs in polynomial time, so, naturally, convergence to the ideal set cannot be ensured. We apply the method in a simple portfolio selection problem with uncertain data.
Czech name
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Czech description
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Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of 30th International Conference Mathematical Methods in Economics
ISBN
978-80-7248-779-0
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
284-289
Publisher name
Silesian University in Opava
Place of publication
Karviná
Event location
Karviná
Event date
Sep 11, 2012
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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