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An improved three-step method for solving the interval linear programming problems

Allahdadi Mehdi (University of Sistan and Baluchestan, Mathematics Faculty, Zahedan, Iran)
Deng Chongyang (Hangzhou Dianzi University, School of Science, Hangzhou, PR China)

Feasibility condition, which ensures that the solution space does not violate any constraints, and optimality condition, which guarantees that all points of the solution space are optimal, are very significant conditions for the solution space of interval linear programming (ILP) problems. Among the existing methods for ILP problems, the best-worst cases (BWC) method and two-step method (TSM) do not ensure feasibility condition, while the modified ILP (MILP), robust TSM (RTSM), improved TSM (ITSM), and three-step method (ThSM) guarantee feasibility condition, whose solution spaces may not be completely optimal. We propose an improved ThSM (IThSM) for ILP problems, which ensures both feasibility and optimality conditions, i.e., we introduce an extra step to optimality.

Keywords: Feasibility, Interval Linear Programming, Optimality, Robust two-step Method, Three-step Method