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A Decomposition Method for Interval Linear Programming

Author

Listed:
  • Adi Ben-Israel

    (Northwestern University)

  • Philip D. Robers

    (Northwestern University)

Abstract

An interval linear program is where the matrix A, vectors b - , b + , and c are given. If A has full row rank, the optimal solutions of (IP) can be written explicitly (A. Ben-Israel and A. Charnes: "An explicit solution of a special class of linear programming problems," Operations Research 16 (1968), 1166-1175). This result is used in conjunction with the Danteig-Wolfe decomposition principle to develop a finite iterative technique for solving the general (IP). Since any bounded linear program may be cast in form (IP) the technique may also be considered as an alternative method for linear programming.

Suggested Citation

  • Adi Ben-Israel & Philip D. Robers, 1970. "A Decomposition Method for Interval Linear Programming," Management Science, INFORMS, vol. 16(5), pages 374-387, January.
    • Handle: RePEc:inm:ormnsc:v:16:y:1970:i:5:p:374-387
    DOI: 10.1287/mnsc.16.5.374
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    Cited by:

    1. Zhou, Feng & Huang, Gordon H. & Chen, Guo-Xian & Guo, Huai-Cheng, 2009. "Enhanced-interval linear programming," European Journal of Operational Research, Elsevier, vol. 199(2), pages 323-333, December.
    2. Li, Deng-Feng, 2011. "Linear programming approach to solve interval-valued matrix games," Omega, Elsevier, vol. 39(6), pages 655-666, December.

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