A DECOMPOSITION METHOD FOR INTERVAL LINEAR PROGRAMMING
Systems research memo.
NORTHWESTERN UNIV EVANSTON IL TECHNOLOGICAL INST
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An interval linear program is IP maximize c superscript tx, 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.
- Operations Research