Abstract
In this paper, a linear programming problem with interval coefficients is formulated and analyzed.First, the LP problem with interval coefficients is formulated by replacing the coefficients of the conventional LP problem with interval coefficients.Next, we propose a method to transform the inequality constraints with interval coefficients into the conventional LP constraints.Furthermore, to maximize an interval objective function, we define order relations between intervals which represent the preference of the decision maker.Using these definitions, the maximization problem with the interval objective function is reformulated as a multiobjective LP problem.We also analyze a minimization problem with the interval objective function.Last, we demonstrate the proposed method by a numerical example.
