A SUBOPTIMIZATION METHOD FOR INTERVAL LINEAR PROGRAMMING: A NEW METHOD FOR LINEAR PROGRAMMING.

Abstract

An interval program is (IP) max (c,x) s.t. b- = or < A = or < b+ where the matrix A, vectors c,b-,b+ are given. The explicit solution of (IP) in the case that A has full row rank (A. Ben-Israel and A. Charnes: 'An explicit solution of a special class of linear programming problems,' Operations Research, forthcoming) is used here in an iterative method for solving the general (IP). This method applies to general linear programs and is shown to be a dual method with multiple substitution. Some computational experience is given. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1968
Accession Number
AD0672582

Entities

People

  • Adi Ben-israel
  • Philip D. Robers

Organizations

  • Northwestern University

Tags

DTIC Thesaurus Topics

  • Applied Mathematics
  • Computer Programming
  • Convex Programming
  • Interdisciplinary Science
  • Intervals
  • Linear Programming
  • Mathematical Programming
  • Operations Research

Fields of Study

  • Mathematics

Readers

  • Analytical Mechanics
  • Operations Research