Solving the interval linear programming problem: A new algorithm for a general case

作者：

Highlights：

• A system of interval linear equations is formed and solved.

• Solutions of system specify the optimal solution set of interval linear programming.

• Solution space of some solving methods and the optimal solution set are compared.

• The solutions obtained by proposed method and Monte Carlo method are compared.

• By solving a large-scale model, the applicability of proposed method is illustrated.

摘要

•A system of interval linear equations is formed and solved.•Solutions of system specify the optimal solution set of interval linear programming.•Solution space of some solving methods and the optimal solution set are compared.•The solutions obtained by proposed method and Monte Carlo method are compared.•By solving a large-scale model, the applicability of proposed method is illustrated.

论文关键词：Optimal solution set,Interval linear programming,Interval linear equations system,Monte Carlo simulation

论文评审过程：Received 19 June 2017, Revised 7 October 2017, Accepted 8 October 2017, Available online 9 October 2017, Version of Record 12 October 2017.

论文官网地址：https://doi.org/10.1016/j.eswa.2017.10.020