Numerical solutions comparison for interval linear programming problems based on coverage and validity rates

DOI10.1016/j.apm.2013.07.030zbMath1427.65094OpenAlexW2077896575MaRDI QIDQ1991446

Yanyan Li

Publication date: 30 October 2018

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2013.07.030

zbMATH Keywords

uncertaintyMonte Carlo simulationnumerical solutioninterval linear programmingcoverage ratevalid rate

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Interval and finite arithmetic (65G30)

Related Items (4)

A fuzzy inexact two-phase programming approach to solving optimal allocation problems in water resources management ⋮ On solving maximum and quickest interval-valued flows over time ⋮ Properties of interval-valued function space under the gH-difference and their application to semi-linear interval differential equations ⋮ Monte Carlo simulation for computing the worst value of the objective function in the interval linear programming

Cites Work

• Unnamed Item
• Systems of linear interval equations
• Derived eigenvalues of symmetric matrices, with applications to distance geometry
• The effects of misspecified marginals and copulas on computing the value at risk: a Monte Carlo study
• Grey integer programming: an application to waste management planning under uncertainty
• Markov chain Monte Carlo methods for stochastic volatility models.
• Bounding the Solution of Interval Linear Equations
• On Optimal Solution of Interval Linear Equations

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