A Decomposition Method for Interval Linear Programming

Abstract

An interval linear program is where the matrix A , vectors b − , b + , and c are given. If A has full row rank, the optimal solutions of ( IP ) can be written explicitly (A. Ben-Israel and A. Charnes: “An explicit solution of a special class of linear programming problems,” Operations Research 16 (1968), 1166–1175). This result is used in conjunction with the Danteig-Wolfe decomposition principle to develop a finite iterative technique for solving the general ( IP ). Since any bounded linear program may be cast in form ( IP ) the technique may also be considered as an alternative method for linear programming.