An Algorithm for Solving Interval Linear Programming Problems
TEXAS UNIV AT AUSTIN CENTER FOR CYBERNETIC STUDIES
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This paper presents an algorithm for solving interval linear programming problems. The algorithm is a finite iterative method, which in each iteration solves a full row rank interval linear programming problem, with only one additional constraint. The solution andor problem chosen appears to be computationally more efficient than that in the Ben-Israel and Robers algorithm.
- Operations Research