Monte Carlo Simulation for Computing the Worst Value of the Objective Function in the Interval Linear Programming

In this paper, we consider the interval linear programming (ILP) with equality constraints. Computing the best value of the objective function is easy, but obtaining the worst value of the objective function is much more complicated. Firstly, we determine range of optimal values of the objective function. Secondly, by considering some distribution functions,we use Monte Carlo simulation to explore the solutions for the ILP model, and then we compare the results obtained through the simulations.