A New Solution for All Coefficients Interval Number Linear Programming with Equality Constrains and Its Application

摘要：

All coefficients interval number linear programming with equality constrains is discussed in this paper. A new solution method is presented to solve the programming containing not only inequality constrains but also strict equality constrains. The characteristic of the method is via the optimal value of deterministic linear programming to get the equality constrains to satisfy the decision maker’s preference. With the method, the decision maker can obtain a satisfactory solution. Finally, the application value of the method is given by a portfolio investment case.

关键词： Equality constrain Interval number Linear programming Optimal solution

作者: Yucheng WAN Rui LU Lunlai WAN

作者单位: School of Management,China University of Mining and Technology,Xuzhou,221008,China;Department of Air Department of Management,Nanjing Audit University,Nanjing 210029,China School of Humanities and Economics,Hefei University of Technology,Heifei 230009,China

会议类型: 国际会议

会议名称: 工业工程与系统管理2007年国际会议(International Conference on Industrial Engineering and Systems Management)(IESM 2007)

会议地点: 北京

会议语种:英文

在线出版日期: 2007-05-30（万方平台首次上网日期，不代表论文的发表时间）