All coefficients interval number linear programming model with equality constrains and its solution method

All coefficients interval number linear programming model with equality constrains and its solution method are discussed in this paper. A new solution method is presented to solve the all coefficients interval number linear programming model containing not only inequality constrains but also strict equality constrains. The characteristic of the method is via the optimal value of deterministic linear programming to get the equality constrains to satisfy the decision maker´s preference. With the method, the decision maker can obtain a satisfactory solution. Finally, the application value of the method is given by a portfolio investment case. And the result shows that the method is scientific and feasible.