Solving Linear and Bilinear Problems with Interval Uncertainty
Алина Таиховна Латипова · Procedia Engineering · 2015
Two kinds of optimization problems, which can be used in production planning, have been considered: interval linear programming (ILP), finding equilibrium position interval for the Von Neumann model (bilinear problem). Initial data for these models commonly have interval uncertainty. The paper presents definitions of different solution types and methods for finding these solutions. These methods imply reducing interval optimization problems to exact ordinary linear programming problems.