Jiri Rohn – författare

Linear programming attracted the interest of mathematicians during and after World War II when the first computers were constructed and methods for solving large linear programming problems were sought in connection with specific practical problems—for example, providing logistical support for the U.S. Armed Forces or modeling national economies. Early attempts to apply linear programming methods to solve practical problems failed to satisfy expectations. There were various reasons for the failure. One of them, which is the central topic of this book, was the inexactness of the data used to create the models. This phenomenon, inherent in most pratical problems, has been dealt with in several ways. At first, linear programming models used "average" values of inherently vague coefficients, but the optimal solutions of these models were not always optimal for the original problem itself. Later researchers developed the stochastic linear programming approach, but this too has its limitations. Recently, interest has been given to linear programming problems with data given as intervals, convex sets and/or fuzzy sets. The individual results of these studies have been promising, but the literature has not presented a unified theory. Linear Optimization Problems with Inexact Data attempts to present a comprehensive treatment of linear optimization with inexact data, summarizing existing results and presenting new ones within a unifying framework.

Linear programming attracted the interest of mathematicians during and after World War II when the first computers were constructed and methods for solving large linear programming problems were sought in connection with specific practical problems—for example, providing logistical support for the U.S. Armed Forces or modeling national economies. Early attempts to apply linear programming methods to solve practical problems failed to satisfy expectations. There were various reasons for the failure. One of them, which is the central topic of this book, was the inexactness of the data used to create the models. This phenomenon, inherent in most pratical problems, has been dealt with in several ways. At first, linear programming models used "average" values of inherently vague coefficients, but the optimal solutions of these models were not always optimal for the original problem itself. Later researchers developed the stochastic linear programming approach, but this too has its limitations. Recently, interest has been given to linear programming problems with data given as intervals, convex sets and/or fuzzy sets. The individual results of these studies have been promising, but the literature has not presented a unified theory. Linear Optimization Problems with Inexact Data attempts to present a comprehensive treatment of linear optimization with inexact data, summarizing existing results and presenting new ones within a unifying framework.

The usual usual "implementation" "implementation" ofreal numbers as floating point numbers on exist- iing ng computers computers has the well-known disadvantage that most of the real numbers are not exactly representable in floating point. Also the four basic arithmetic operations can usually not be performed exactly. For numerical algorithms there are frequently error bounds for the computed approximation available. Traditionally a bound for the infinity norm is estima- ted using ttheoretical heoretical ccoonncceeppttss llike ike the the condition condition number number of of a a matrix matrix for for example. example. Therefore Therefore the error bounds are not really available in practice since their com- putation requires more or less the exact solution of the original problem. During the last years research in different areas has been intensified in or- der to overcome these problems. As a result applications to different concrete problems were obtained. The LEDA-library (K. Mehlhorn et al.) offers a collection of data types for combinatorical problems. In a series of applications, where floating point arith- metic fails, reliable results are delivered.Interesting examples can be found in classical geometric problems. At the Imperial College in London was introduced a simple principle for "exact arithmetic with real numbers" (A. Edalat et al.), which uses certain nonlinear transformations. Among others a library for the effective computation of the elementary functions already has been implemented.