Rigorous solution of linear programming problems with uncertain data

DOI10.1007/BF02331571zbMath0735.90043OpenAlexW2028244093MaRDI QIDQ4713478

Christian Jansson, Siegfried Michael Rump

Publication date: 25 June 1992

Published in: ZOR - Methods and Models of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02331571

zbMATH Keywords

sensitivity analysisuncertain dataguaranteed error bounds

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Sensitivity, stability, parametric optimization (90C31) Numerical computation of solutions to systems of equations (65H10) Linear programming (90C05) Stochastic programming (90C15) Interval and finite arithmetic (65G30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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Uses Software

• ACRITH-XSC
• HIFICOMP

Cites Work

• FORTRAN-SC. A study of a FORTRAN extension for engineering/scientific computation with access to ACRITH
• FORTRAN for contemporary numerical computation
• Interval Methods for Systems of Equations
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