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On explicit solutions of interval linear programs

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Abstract

An interval linear program is the problem of maximizing {(c, x):a≦A x≦b} for given matrixA and vectorsa, b andc. The explicit (noniterative) solutions of interval programs given here, extend earlier results of Ben-Israel and Charnes.

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References

  1. A. Ben-Israel and A. Charnes,Contributions to the theory of generalized inverses, J. Soc. Indus. Appl. Math.11 (1963), 667–699.

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  2. A. Ben-Israel and A. Charnes,An explicit solution of a special class of linear programming problems, Operations Res.16 (1968), 1167–1175.

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  4. P. D. Robers,Interval linear programming, Ph.D. dissertation, Northwestern University, Evanston, Illinois, August 1968.

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  5. P. D. Robers and A. Ben-Israel,A suboptimization method for interval linear programming: A new method for linear programming, Linear Algebra and its Applications (forthcoming).

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Authors and Affiliations

  1. Northwestern University, Evanston, Illinois

    S. Zlobec & A. Ben-Israel

Authors
  1. S. Zlobec
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  2. A. Ben-Israel
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Additional information

The contribution of Sanjo Zlobec is part of his Ph.D. dissertation in Applied Mathematics at Northwestern University (in preparation).

Part of the research underlying this report was undertaken for the Office of Nava Research, Contract NONR-1228(10), Project NR 047-021, for the U.S. Army Research Office — Durham, Contract No. DA-31-124-ARO-D-322, and for the National Science Foundation, Project GP 7550 at Northwestern University. Reproduction of this paper in whole or in part iS permitted for any purpose of the United States Government.

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Zlobec, S., Ben-Israel, A. On explicit solutions of interval linear programs. Israel J. Math. 8, 12–22 (1970). https://doi.org/10.1007/BF02771544

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  • DOI: https://doi.org/10.1007/BF02771544

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