Monte Carlo simulation for computing the worst value of the objective function in the interval linear programming

DOI10.1007/S40819-015-0074-2MaRDI QIDQ2323889zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 13 September 2019

Published in International Journal of Applied and Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40819-015-0074-2

zbMATH Keywords

interval linear programmingMonte Carlo simulationworst optimal value

Mathematics Subject Classification ID

Monte Carlo methods (65C05) General methods in interval analysis (65G40) Numerical mathematical programming methods (65K05) Linear programming (90C05)

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Cites work

• Calculating the exact bounds of optimal values in LP with interval coefficients
• Enhanced-interval linear programming
• Grey integer programming: an application to waste management planning under uncertainty
• Grey linear programming, its solving approach, and its application
• How to determine basis stability in interval linear programming
• scientific article; zbMATH DE number 3880009 (Why is no real title available?)
• scientific article; zbMATH DE number 4068181 (Why is no real title available?)
• scientific article; zbMATH DE number 804623 (Why is no real title available?)
• scientific article; zbMATH DE number 3325265 (Why is no real title available?)
• Linear Optimization Problems with Inexact Data
• Linear programming with interval coefficients
• Numerical solutions comparison for interval linear programming problems based on coverage and validity rates
• On approximation of the best case optimal value in interval linear programming
• Rigorous solution of linear programming problems with uncertain data
• Stability of the optimal basis of a linear program under uncertainty
• Sufficient condition of basis stability of an interval linear programming problem
• Sufficient Conditions for Regularity and Singularity of Interval Matrices
• The optimal solution set of the interval linear programming problems

Cited in

(3)

• The optimal value bounds of the objective function in the Interval Linear Programming Problem
• Finding efficient solutions in the interval multi-objective linear programming models
• Bounds on the worst optimal value in interval linear programming

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