First step immersion in interval linear programming with linear dependencies

Authors

  • M. Černý Department of Econometrics‎, ‎University of Economics‎, ‎n'am. W. Churchilla 4‎, ‎13067‎, ‎Prague‎, ‎Czech Republic.
  • M‎. ‎Hladík Department of Applied Mathematics‎, ‎Faculty of Mathematics and Physics‎, ‎Charles University in Prague‎, ‎Malostranske Nam‎. ‎25‎, ‎11800‎, ‎Prague‎, ‎Czech Republic.
Abstract:

‎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 classical case‎. ‎In contrast‎, ‎we also show a class of problems with very simple dependencies‎, ‎which appear to be hard to deal with‎. ‎We also point out some interesting open problems‎.

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Journal title

volume 42  issue Issue 7 (Special Issue)

pages  43- 53

publication date 2016-12-18

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