Abstract
This note gives a synopsis of new methods for solving linear systems and linear programming problems with uncertain data. All input data can vary between given lower and upper bounds. The methods calculate very sharp and guaranteed error bounds for the solution set of those problems and permit a rigorous sensitivity analysis. For problems with exact input data in general the calculated bounds differ only in the last bit in the mantissa, i.e. they are of maximum accuracy.
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This is a written account of an invited lecture delivered by the second author on occasion of the 14. Symposium über Operations Research, Ulm, 6.–8.9.1989.
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Jansson, C., Rump, S.M. Rigorous solution of linear programming problems with uncertain data. ZOR - Methods and Models of Operations Research 35, 87–111 (1991). https://doi.org/10.1007/BF02331571
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DOI: https://doi.org/10.1007/BF02331571