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Interval arithmetic for guaranteed bounds in linear programming

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Abstract

In this note, we show how interval arithmetic can be used to give a solution to the linear programming problem which is guaranteed to be on the safe side of the true solution, where roundoff error is taken into account.

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References

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Authors and Affiliations

  1. Départment d'Informatique, Université de Montréal, Montréal, Québec, Canada

    N. F. Stewart (Professeur Adjoint)

Authors
  1. N. F. Stewart
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Additional information

Communicated by K. G. Guderley

This research was supported in part by the National Research Council of Canada.

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Stewart, N.F. Interval arithmetic for guaranteed bounds in linear programming. J Optim Theory Appl 12, 1–5 (1973). https://doi.org/10.1007/BF00934831

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  • DOI: https://doi.org/10.1007/BF00934831

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