Accession Number : AD0672582

Title :   A SUBOPTIMIZATION METHOD FOR INTERVAL LINEAR PROGRAMMING: A NEW METHOD FOR LINEAR PROGRAMMING.

Descriptive Note : Systems research memo.,

Corporate Author : NORTHWESTERN UNIV EVANSTON ILL TECHNOLOGICAL INST

Personal Author(s) : Robers,Philip D. ; Ben-Israel,Adi

Report Date : JUN 1968

Pagination or Media Count : 33

Abstract : An interval program is (IP) max (c,x) s.t. b- = or < A = or < b+ where the matrix A, vectors c,b-,b+ are given. The explicit solution of (IP) in the case that A has full row rank (A. Ben-Israel and A. Charnes: 'An explicit solution of a special class of linear programming problems,' Operations Research, forthcoming) is used here in an iterative method for solving the general (IP). This method applies to general linear programs and is shown to be a dual method with multiple substitution. Some computational experience is given. (Author)

Descriptors :   (*LINEAR PROGRAMMING, PROBLEM SOLVING), OPTIMIZATION, SET THEORY, VECTOR SPACES, MATRICES(MATHEMATICS), SIMPLEX METHOD, ITERATIONS, ALGORITHMS

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE