The solution of linear interval equations by a linear programming method Original Research Article

A method is described for solving a system of n linear equations in n unknowns when the coefficients and constants of the equations are specified as intervals. Here a solution is considered to be the supplying of optimal interval bounds for the unknowns. Even for small n, such systems of interval equations can be difficult to solve, requiring extensive computation. The method described is a generalization of a linear programming method proposed long ago by W. Oettli, and leads to a relatively simple solution algorithm applicable to systems of small size.