Duality Theory for Interval Linear Programming Problems
K. Ganesan G. Ramesh · IOSR Journal of Mathematics · 2012
We define the primal and dual linear programming problems involving interval numbers as the way of traditional linear programming problems.We discuss the solution concepts of primal and dual linear programming problems involving interval numbers without converting them to classical linear programming problems.By introducing new arithmetic operations between interval numbers, we prove the weak and strong duality theorems.Complementary slackness theorem is also proved.A numerical example is provided to illustrate the theory developed in this paper.