Linear Optimization Problems with Inexact Data

Miroslav Fiedler, Josef Nedoma, Jaroslav Ramik, Jiri Rohn, Karel Zimmermann9781441940940, 1441940944

Linear programming has attracted the interest of mathematicians since World War II when the first computers were constructed. Early attempts to apply linear programming methods practical problems failed, in part because of the inexactness of the data used to create the models. This book presents a comprehensive treatment of linear optimization with inexact data, summarizing existing results and presenting new ones within a unifying framework.