Rigorous solution of linear programming problems with uncertain data

DOI10.1007/BF02331571MaRDI QIDQ4713478zbMATH OpenOpenAlexFDO

Authors Christian Jansson, Siegfried M. Rump

Publication date 25 June 1992

Published in ZOR - Methods and Models of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02331571

zbMATH Keywords

guaranteed error boundssensitivity analysisuncertain data

Mathematics Subject Classification ID

Interval and finite arithmetic (65G30) Numerical computation of solutions to systems of equations (65H10) Numerical mathematical programming methods (65K05) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Linear programming (90C05) Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31)

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Cited in

(19)

• Optimal value range in interval linear programming
• Interval-parameter optimization problems on graphs
• Efficient approaches for enclosing the united solution set of the interval generalized Sylvester matrix equations
• The interval Lyapunov matrix equation: analytical results and an efficient numerical technique for outer estimation of the united solution set
• Linear programming with uncertain data: some extensions to robust optimization
• Weak optimal inverse problems of interval linear programming based on KKT conditions
• Monte Carlo simulation for computing the worst value of the objective function in the interval linear programming
• How to determine basis stability in interval linear programming
• The outcome range problem in interval linear programming
• A new multi-section based technique for constrained optimization problems with interval-valued objective function
• Parametric AE-solution sets to the parametric linear systems with multiple right-hand sides and parametric matrix equation A(p)X=B(p)
• scientific article; zbMATH DE number 4068181 (Why is no real title available?)
• An alternative optimization technique for interval objective constrained optimization problems via multiobjective programming
• Rigorous Lower and Upper Bounds in Linear Programming
• Inverse linear programming with interval coefficients
• An improved three-step method for solving the interval linear programming problems
• A parameter method for linear algebra and optimization with uncertainties
• An efficient approach for enclosing the solution set of the interval coupled Sylvester matrix equations
• Interval linear programming problem with interval valued decision variables

Describes a project that uses

Uses Software

• ACRITH-XSC
• HIFICOMP

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