Sensitivity of a Dual Interval Linear Programming Problem

K. F. Ivanova , e-mail: klara.i2010@yandex.ru

The new technique of an estimate of sensitivity conjugate linear programming problems (LPP) with interval representation of the entrance information is offered. The solution for the optimization of dual problems is reduced to the solution of point problems with one-sided bounds of the errors determined on a basis of a "sign" technique, developed for systems of the linear algebraic equations. The basic idea of a sign technique consist in procedure of search maximum estimate of the tolerant solution proceeding from signs of an errors matrix coefficients and the right parts of inequality constrains. The estimate of solution for LPP is carried out both the primal and the dual problems. Definition of optimum plans of a problem and optimization of criterion function is carried out on the basis of the developed algorithm of modeling representation of a problem with attraction of the simplex method realized in system MATLAB.

Keywords: conjugate interval problems, linear programming problem, sensitivity, a "sign" technique, tolerant solution, estimate of solution

pp. 24–32