Linear Programming with Fuzzy Objective Function

The conventional Linear Programming (LP) model requires the parameters to be known as constants. In the real world, however, the parameters are seldom known exactly and have to be estimated. Interval programming is one of the tools to tackle uncertainty in mathematical programming models. In this paper, we consider LP problem whose coefficients are uncertain. The relations between closed and bounded intervals is derived, and the solution of such a problem is proposed by considering the partial orderings on the set of all closed intervals.