No doubt, linear programming is used in many areas. Therefore, it is not surprising that interval linear programming can be applied to solving various interval-valued problems. We will particularly focus on game theory, multi-criteria decision-making, linear regression, and robust optimization. Nevertheless, it turns out that interval methods can also be utilized for real-valued problems. We will illustrate this by verification techniques (numerical proofs of optimality), tolerance approach to sensitivity analysis, or the construction of an LP condition number.

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  • Milan Hladík

摘要

No doubt, linear programming is used in many areas. Therefore, it is not surprising that interval linear programming can be applied to solving various interval-valued problems. We will particularly focus on game theory, multi-criteria decision-making, linear regression, and robust optimization. Nevertheless, it turns out that interval methods can also be utilized for real-valued problems. We will illustrate this by verification techniques (numerical proofs of optimality), tolerance approach to sensitivity analysis, or the construction of an LP condition number.