A DECOMPOSITION METHOD FOR INTERVAL LINEAR PROGRAMMING

Abstract

An interval linear program is (IP) maximize (c superscript t)x, subject to b- = or < Ax = or < b+ 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,' Operations Research, forthcoming). This result is used in conjunction with the Dantzig-Wolfe decomposition principle to develop a finite iterative technique specially suited for solving the general (IP). Since any bounded linear program may be cast in form (IP) the technique may also be considered as an alternate method for linear programming.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1968
Accession Number
AD0677101

Entities

People

  • Adi Ben-israel
  • Phillip D. Robers

Organizations

  • Northwestern University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Computer Programming
  • Contracts
  • Decomposition
  • Heuristic Methods
  • Intervals
  • Iterations
  • Linear Programming
  • Military Research
  • Notation
  • Operations Research
  • Production Planning
  • Simplex Method
  • Standards
  • United States
  • Universities

Fields of Study

  • Mathematics

Readers

  • Operations Research