Abstract
The paper deals with computing the exact upper and lower bounds of optimal values forlinear programming problems whose coefficients vary in given intervals. The theoreticalbackground for calculating these bounds is described and corresponding algorithms aregiven. A comparison with other approaches, some applications and a software package arementioned.
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Mráz, F. Calculating the exact bounds of optimal valuesin LP with interval coefficients. Annals of Operations Research 81, 51–62 (1998). https://doi.org/10.1023/A:1018985914065
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DOI: https://doi.org/10.1023/A:1018985914065