Interval Linear Programming with generalized interval arithmetic

Generally, vagueness is modelled by a fuzzy approach and randomness by a stochastic approach. But in some cases, a decision maker may prefer using interval numbers as coefficients of an inexact relationship. In this paper, we define a linear programming problem involving interval numbers as an extension of the classical linear programming problem to an inexact environment. By using a new simple ranking for interval numbers and new generalized interval arithmetic, we attempt to de- velop a theory for solving interval number linear programming problems without converting them to classical linear progra m- ming problems.

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