Solutions of interval linear programming

Abstract

In general, linear programming requires constant parameters. But in many reallife situations, knowing the real value of parameters is fiendishly challenging or impossible. Since most of parameters in linear programming are estimated, therefor interval linear programming is utilized as one of the tools to handle the uncertainty of the mathematical problems in the realworld. As we could not know the exact value of some parameters in a linear programming problem, we could not perceive its real objective value. As a consequence, optimistic, pessimistic and minimax regret approaches are employed in this project to help people describing and choosing their own best solutions that depend on their decisions and purposes. Moreover, sometimes reducing the size of each interval entry may become as a neccesary thing for some interval linear programming problem when its original problem is infeasible. In addition, this project provides computer programs of solutions of the interval linear programming problem to facilitate users.