Interval linear programming

Abstract

Interval linear programming means miner x, M for c E c, where M == {X E IRn; Ax == b, X > O, A E A, b E b }, A C ]Rmxn, b C JRm, c C IRn, A, b, c are intervals. The first part of the master thesis introduce a new approach to interval linear programming, defining always bounded set of feasible solutions of a linear programming problem and studying its properties. The main result of this part demonstrates that the modified set of feasible solutions varies "continuously" with the entries in the matrix A and in the vector b. The second part studies the solution function continuity for an interval linear programming problem. Powered by TCPDF (www.tcpdf.org)