| Article ID: | iaor1999923 |
| Country: | Netherlands |
| Volume: | 81 |
| Issue: | 1 |
| Start Page Number: | 51 |
| End Page Number: | 62 |
| Publication Date: | Jul 1998 |
| Journal: | Annals of Operations Research |
| Authors: | Mrz Frantiek |
The paper deals with computing the exact upper and lower bounds of optimal values for linear programming problems whose coefficients vary in given intervals. The theoretical background for calculating these bounds is described and corresponding algorithms are given. A comparison with other approaches, some applications and a software package are mentioned.