Interior Point Method for Solving Linear Programming With Interval Coefficients Using Affine Scaling

Abstract

Linear programming with interval coefficients was developed to overcome cases in classical linear programming where the coefficient value is unknown and must be estimated. This paper discusses the affine scaling algorithm which is one variant of the interior point method to solve linear programming with interval coefficients. The process is to change linear programming with interval coefficients into two classic linear programming models with special characteristics, namely, the best optimum problem and the worst optimum problem. Furthermore, these two problems have solved using affine scaling algorithm.