Linear programming with interval right hand sides
نویسندگان
چکیده
منابع مشابه
Linear programming with interval right hand sides
In this paper, we study general linear programs in which right handsides are interval numbers. This model is relevant when uncertain and inaccurate factors make di–cult the assignment of a single value to each right handside. When objective function coe–cients are interval numbers in a linear program, it is used to determine optimal solutions according to classical criteria coming from decision...
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for x, where A is a given n × n matrix, and b a given n-vector. We have many opportunities to solve linear equations with the same coefficient matrix and different right-hand sides (RHSs). Therefore, block Krylov subspace methods such as the block Bi-CG (Bl-BCG), block Bi-CGSTAB (Bl-BiCGSTAB) [2], block GMRES (Bl-GMRES) and block QMR (Bl-QMR) methods have been developed for solving block linear...
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We consider a linear programming problem in a general form and suppose that all coefficients may vary in some prescribed intervals. Contrary to classical models, where parameters can attain any value from the interval domains independently, we study problems with linear dependencies between the parameters. We present a class of problems that are easily solved by reduction to the classi...
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The interval linear programming (IvLP) 1 is a method for decision making under uncertainty. A weak feasible solution to IvLP is called weakly optimal if it is optimal for some scenario of the IvLP. One of the basic and difficult tasks in IvLP is to check whether a given point is weak optimal. In this paper, we investigate linear programming problems with interval right-hand side. Some necessary...
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ژورنال
عنوان ژورنال: International Transactions in Operational Research
سال: 2010
ISSN: 0969-6016,1475-3995
DOI: 10.1111/j.1475-3995.2009.00737.x