ON THE THEORY AND APPLICATIONS OF INTERVAL LINEAR PROGRAMMING.

Abstract : The term 'interval linear programming' refers to the theory, computational methods, and applications of problems having the form (denoted by IP) maximize (c to the power t)x subject to b(-) < or = Ax < or = b(+) where the matrix A and vectors b(-), b(+), and c are given. IP is an alternative model for linear programming that offers the advantages of (a) explicit solution in some cases and (b) efficient algorithms that save considerable computational effort on applications that may be put in form IP more compactly than in the standard linear programming form. The required conditions for explicit solution and one iterative algorithm, called SUBOPT, for solving the general IP are summarized in this paper. A FORTRAN listing for SUBOPT is given in App A. Some applications for which interval linear programming may save computational effort are also discussed. (Author)