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Optimization with uncertain, inexact or unstable data: Linear programming and the interval approach

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F13%3A10159433" target="_blank" >RIV/00216208:11320/13:10159433 - isvavai.cz</a>

  • Alternative codes found

    RIV/61384399:31140/13:00041858

  • Result on the web

    <a href="http://kam.mff.cuni.cz/~hladik/doc/2013-proc-SMSIS-OptUncDataIntAppr.pdf" target="_blank" >http://kam.mff.cuni.cz/~hladik/doc/2013-proc-SMSIS-OptUncDataIntAppr.pdf</a>

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Optimization with uncertain, inexact or unstable data: Linear programming and the interval approach

  • Original language description

    This paper accompanies our invited lecture on interval methods in optimization. First, we put the interval approach in context with other approaches to modeling inexactness, instability or imprecision of input data; in particular, we discuss the stochastic and fuzzy approach. Then we turn to interval linear programming. We show some important aspects in which the interval-valued linear programs differ from traditional linear programs. We emphasize how various formulations of the auxiliary linear program, which are equivalent in the traditional setting, differ in the interval setting from the computational point of view. We also consider some natural questions, e.g. weak and strong feasibility and the problem of finding the range of possible optimal values and the catastrophic scenario. We also point out some (subjectively selected) interesting open problems in the field.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BB - Applied statistics, operational research

  • OECD FORD branch

Result continuities

  • Project

    Result was created during the realization of more than one project. More information in the Projects tab.

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2013

  • Confidentiality

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

Data specific for result type

  • Article name in the collection

    Proceedings of the 10th International Conference on Strategic Management and its Support by Information Systems

  • ISBN

    978-80-248-3096-4

  • ISSN

  • e-ISSN

  • Number of pages

    9

  • Pages from-to

    35-43

  • Publisher name

    VŠB - Technical University of Ostrava

  • Place of publication

    Ostrava

  • Event location

    Valašské Meziříčí

  • Event date

    Aug 29, 2013

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article

    000324842000003