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This thesis is about the problem of searching an interval that enclose all op- timal values of the objective function in interval linear programming, so called the optimal value range. The solution to this problem is sometimes reduced to solving just a few linear programs but in general it is a hard problem. Af- ter we get familiar with interval arithmetics and when we extend it to linear programming, we define important sets and their properties, B-stability and other connected subproblems. We will extend B-stability to generalized interval linear programming and we will examine methods for computing the optimal value range and we will compare them numerically on random systems. The goal is to implement all mentioned methods in MATLAB/INTLAB and based on numerical results provide one function that will solve this problem, possible efficiently. 1 |
