Rigorous solution of linear programming problems with uncertain data

Publikationstyp
Journal Article
Date Issued
1991-03-01
Sprache
English
Author(s)
Jansson, Christian  
Rump, Siegfried M.  orcid-logo
Institut
Zuverlässiges Rechnen E-19  
TORE-URI
http://hdl.handle.net/11420/9474
Journal
Mathematical methods of operations research  
Volume
35
Issue
2
Start Page
87
End Page
111
Citation
Methods and Models of Operations Research 35 (2): 87-111 (1991)
Publisher DOI
10.1007/BF02331571
Scopus ID
2-s2.0-0043271714
Publisher
Springer
This note gives a synopsis of new methods for solving linear systems and linear programming problems with uncertain data. All input data can vary between given lower and upper bounds. The methods calculate very sharp and guaranteed error bounds for the solution set of those problems and permit a rigorous sensitivity analysis. For problems with exact input data in general the calculated bounds differ only in the last bit in the mantissa, i.e. they are of maximum accuracy.
Subjects
interval and finite arithmetic
linear programming
programming in conditions of uncertainty
sensitivity
systems of equations
DDC Class
004: Informatik
510: Mathematik