Solving Integer Linear Programming Problems with Fully

Rough Intervals
Ammar.E.E(1), Emsimir.A.A(2)

Abstract. The goal of this paper is to focus on the solution of fully rough integer linear programming (FRILP)
problems, where all decision parameters and decision variables in the constraints and the objective functions
are rough intervals. In order to solve this problem, we will construct two LP problems with interval coefficients
and variables. One of these problems is an LP where all of its coefficients are upper approximations of rough
intervals and the other is an LP where all of its coefficients are lower approximations of rough intervals. And
then to four crisp LPs. Via these two LPs, two newly solutions (completely and rather satisfactory) are defined.
Some examples are given to demonstrate the results.

Key words: Integer linear programming, Rough set theory, Full rough interval coefficients and variables,
Upper approximation, Lower approximation, Optimal solution, Crisp coefficients.
1. Introduction:
Linear programming (LP) is one of the most popular models used in decision making and optimization
problems. Lots of research, studies and applications of LP models have been reported in numerous books,
monographs, articles and chapters in books, for instance see [3,5]. About rough set theory (RST) was initiated
by Pawlak in (1982) as a method for ambiguity management [10]. RST approach has fundamental importance
in the fields of pattern recognition, data mining, artificial intelligence, machine learning and medical
applications [8]. More widely applied of integer programming can be used to appropriately describe the decision
problems with the management and effective use of resources in engineering technology, business management
and other numerous fields [15]. For a vague concept R, a lower approximation is contained of all objects which
surely belong to the concept R and an upper approximation is contained of all objects which possibly belong to
the concept R. In other words, the lower approximation of the concept is the union of all elementary concepts
which are included in it, whereas the upper approximation is the union of all elementary concepts which have
nonempty intersection with the concept [11]. Ammar and Khalifa in (2014) applied a new method named,
separation method for solving Rough Interval Multi Objective Transportation Problems (RIMOTP), where
transportation cost, supply and demand are rough intervals [1]. Also, discussed the separation method as an

(1)
Prof. of Pure Mathematics and O. R. Faculty of Science - Tanta University, Egypt
(2)
Department of Mathematics, Faculty of science, Tanta University, Egypt.
important tool for the decision makers when they are handling various types of logistic problems having rough
interval parameters of transportation problems. Osman et al, in (2016) presented a solution approach for
RIMOTP. The concept of solving conventional interval programming combined with fuzzy programming is
used to build the solution approach for RIMOTP [9]. Pandian et al in (2016) considered that transportation
problem has all or some parameters as rough integer intervals [12]. Also, proposed a new method named, a
slice-sum method to solve Rough Integer Interval Transportation Problem (RIITP), where transportation cost,
supply and demand are rough integer intervals. In this paper, the focus of our study is improvement a method
to find optimal solutions of integer linear programming problems with rough interval coefficients and rough
interval variables and the optimal values of decision rough variables and rough objective function are rough
intervals. The elements of the paper are organized as follows. In Section 2, some basic about the preliminaries
of RIs are presented. In Section 3, an LP problem with interval coefficients is discussed. Section 4 proposes a
solution method for LP with rough interval coefficients and variable.

2. Basic preliminaries:
The transformation of the linear programming problem decision parameters and decision variables into upper
and lower approximation is usually hard work for many cases, but conversion process needs the following
definitions to be known [7]:
Definition 2.1. The qualitative value A is called a rough interval when one assign two closed intervals A∗ and A∗
on R to it A∗ ⊆ A∗ .Moreover,
(i) If x ∈ A∗ then A surely takes x (denoted by x ∈ A).
(ii) If x ∈ A∗ then A possibly takes x.
(iii) If x ∉ A∗ then A possibly takes x.

where A∗ and A∗ are called the lower approximation interval (LAI) and the upper approximation interval
(UAI) of A, respectively. Moreover, A is denoted by A = ( A∗ , A∗ ). Also, the interval A∗ and A∗ are not the
complement of each other.
Note: We can symbolize to A∗ = [aLL, aUL ] and A∗ = [aLU , aUU ]
Example 2.1. [13] Consider A be the concept of “Hot” as the qualitative value defined on a temperature
variable x in R. One may consider:
A =(A∗ , A∗ ) = ([25∘ , 45∘ ], [15∘ , 65∘ ])
Then, by Definition 2.1 the temperature variable x surely takes a value between 25◦C and 45◦C. Similarly, x
possibly takes a value between 15◦C and 65◦C. Note that, common sense and general knowledge can help
define A∗ and A∗ . For instance:
– The temperature of the human body is about 37° 𝐶 . Any warmer temperature won’t be considered “Cold”.
– In average, a human hand cannot hold an object, whose temperature is over 65◦C, because it is “Hot”.
– If something is colder than the environment (let us say 15° 𝐶 ), it cannot be considered “Warm” anymore.

Definition 2.2. The arithmetic operations on RIs are depending on interval arithmetic. We will state some of
these arithmetic operations as follows [13]:
Let A = ([ aLL , aUL ], [aLU , aUU ]) and B = ([ bLL , bUL ], [bLU , bUU ]) be two RIs if A, B ≥ 0. Then we have:

[Addition:] A+B = ([aLL + bLL , aUL + bUL ], [aLU + bLU , aUU + bUU ]).
[Subtraction:] A – B = ([aLL − bUL , aUL − bLL ], [aLU − bUU , aUU − bLU ]).
[Multiply:] A*B = ([aLL bLL , aUL bUL ], [aLU bLU , aUU bUU]).
[Negation:] - A = ([−aUL , −aLL ] , [−aUU , −aLU ]) .
[Intersection:] A  B = ([max{aLL , bLL } , min{aUL , bUL }], [max{aLU , bLU } , min{aUU , bUU }]).
[Union:] A  B = ([min{aLL , bLL } , max{aUL , bUL }], [min{aLU , bLU } , max{aUU, bUU}]).
3. Integer linear programming with interval coefficients

The method of more relevance for solving linear programming problems with interval coefficients (LPIC) first
time was proposed by T. Shaocheng [14] in 1994. After that, Chinneck and Ramadan completed Choacheng's
studies [4]. They transformed the original interval LP into two LPs with crisp coefficients. Then linear
programming with rough interval coefficients (LPRIC) by A. Hamzehee, M.A. Yaghoobi and M. Mashinchi [7]
in 2014. In this part, we consider an interval LP problem as follows:

Z = 𝐌𝐚𝐱 ∑nj=1[cjL , cjU ]xj (3,1)

𝐒. 𝐭 ∑nj=1[aLij , aUij ]xj ≤ [ bLi , bU

i ] (3,2)

xj ≥ 0 and integer , i = 1, … … , m , j = 1, … … , n (3,3)

Where for all i , j : [cjL , cjU ], [aLij , aUij ]and [bLi , bUi ] are closed intervals on real numbers R and L , U indicate
to the minimum and the supreme in the interval respectively.
Now, by a previous study to Chinneck and Ramadan [4] we can depend some definitions and theorems for
maximization problem (3,1)-(3,3). Consider the inequality in (3,2) as follows:

∑nj=1[aLij , aUij ]xj ≤ [ bLi , bU

i ]. (3,2)
In the inequality (3,2) has p interval coefficients. Then it can be transformed into 2p different extreme
inequalities by setting the bounding values on the coefficient ranges. Let SK be the set of all solutions for the k-
th extreme inequality. Then
p p
S U = ⋃2k=1 SK and S L = ⋂2k=1 Sk

Definition 3.1. [7] For inequality (3,2), if there exists one extreme inequality such that its solution set is the
same as SU (SL ) then it is called the maximum value range (minimum value range) inequality.
Theorem 3.1. [7] Consider inequality (3,2), where 𝑥𝑗 ≥ 0 ∀ 𝑗 = 1,2, … … , 𝑛. Then, ∑nj=1 aUij xj ≤ bLi and
∑nj=1 aLij xj ≤ bU
i are the minimum value range and maximum value range inequalities, respectively.

Theorem 3.2. [7] Consider LPIC problem (3,1)-(3,3). Then, for any given feasible solution x ∈ Rn , we have:

∑nj=1 cjU xj ≥ ∑nj=1 cjL xj .

East to prove that for all xj ≥ 0 , j = 1,2, … … , n.

Definition 3.2. [7] For a given feasible solution x ∈ Rn of LPIC Problem (3,1)-(3,3), the value ∑nj=1 cjU xj
(∑nj=1 cjL xj ) is called the most suitable value (the least suitable value) of the objective function.
From theorems (3.1 , 3.2) and Definitions (3.1 , 3.2) we can find the best and worst optimal solutions of
the LPIC Problem (3,1)-(3,3). And it by transforming the original LPIC Problem (3,1)-(3,3) into two classical
LPs. We call them LP1 and LP2.
1. The best optimal solution is found by solving:

LP1: 𝐌𝐚𝐱 ∑nj=1 c U xj

S. t ∑nj=1 aLij xj ≤ bU
i

xj ≥ 0 and integer j = 1, … … , m , i = 1, … … . , n
2. The worst optimal solution is found by solving:

LP2: 𝐌𝐚𝐱 ∑nj=1 c L xj

𝐒. 𝐭 ∑nj=1 aUij xj ≤ bLi

xj ≥ 0 and integer j = 1, … … , m , i = 1, … … . , n
Summary, LP1 and LP2 uses the greatest and the smallest suitable value of the objective function and the
maximum (minimum) value range inequalities of problem (3,1)-(3,3).
Note that, there are 3 possible outcomes for LPIC problem (3,1)-(3,3) as follows:
1) If LP1 and LP2 have optimal solutions, then LPIC problem (3,1)-(3,3) has a finite bounded optimal
range.
2) If LP2 is unbounded then LPIC problem (3,1)-(3,3) is unbounded.
3) If LP1 is infeasible then LPIC problem (3,1)-(3,3) is infeasible.
Example 3.1. A company produces two sorts of products, A and B, and which need by three departments 1, 2
and 3 to produce them. Each product takes a time to be produced by the three departments, the following table
shows us the details.
product The required production time in department (hr/unit) Seasonal
1 2 3 profit ($/unit)
A [3,5] [2.5,3.5] [1,2] [1.5,3]
B [2,3.5] [1.5,3] [3.5,5] [2.5,3.5]
The time available [550,700] [380,500] [200,300]

Then, the model of this optimization problem can be formulating as follows:

ILPIC = 𝐌𝐚𝐱 [ 1.5,3]x1 + [2.5,3.5]x2
𝐒. 𝐭 [3,5]x1 + [2,3.5]x2 ≤ [550,700]
[2.5,3.5]x1 + [1.5,3]x2 ≤ [380,500]

[1,2]x1 + [3.5,5]x2 ≤ [200,300]

x1 , x2 ≥ 0 and integer
According to Section 3. We can be obtained the optimal range of ILPIC for example 3.1. by solving two
classical LPs as follows:
The best optimal solution, ILP U : = 𝐌𝐚𝐱 3x1 + 3.5x2
𝐒. 𝐭 3x1 + 2x2 ≤ 700

2.5x1 + 1.5x2 ≤ 500

 x1 + 3.5x2 ≤ 300

x1 , x2 ≥ 0 and integer

The maximum value range Z = 658.621 , x1 = 179.310 , x2 = 34.483

And
The worst optimal solution ILPL : = 𝐦𝐚𝐱 1.5x1 + 2.5x2
𝐒. 𝐭 5x1 + 3.5x2 ≤ 550

3.5x1 + 3x2 ≤ 380

2x1 + 5x2 ≤ 200

x1 , x2 ≥ 0 and integer

The minimum value range Z = 150 , x1 = 100 , x2 = 0

The optimal range of 𝐋𝐏𝐈𝐂 Z = [150 , 658.621] , x1 = [100 ,179.310] , x2 = [0 , 34.483]

Then apply the branch and bound Example 3.1. to find integer optimal solutions
The optimal range of 𝐈𝐋𝐏𝐈𝐂 Z = [150 , 656] , x1 = [100 , 179] , x2 = [0 , 34]
4. Integer linear programming with fully rough intervals.
In this part, we consider linear programming problems with rough interval coefficients and variables (ILPFRI).
Formulating linear programming model requires that specific values be chosen for the model coefficients.
However, the values of many of these coefficients are only approximately known. For instance, Director of the
company wishes to know the range of optimal solutions that could be returned by an LP model with uncertain
coefficients. On the other hand, the manager may put some the plans or ask the opinions of some experts to
determine the uncertain coefficients. Now we will give an example of clear the idea.
Example.4.1. A company produces two sorts of products, A and B, and which need by three departments 1, 2
and 3 to produce them. Each product takes a time to be produced by the three departments. Experts production
puts three plans for production due to the uncertainty of parameters. Each plan gives the approximate production
time of each product in 3 departments and seasonal Profit of each product as in the three tables. E.g. the
required production time for product A in department 1 due to the first plan is between 3 and 4 hours per unit
and it is seasonal profit is between $ 2 and $ 3 per unit with hours of production time available in the three departments.
 Table (1) The first plan
Product The required production time in department (HR/unit) Seasonal
1 2 3 profit ($/unit)
A [3,4] [2,4] [1.5,2] [2,3]
B [2.5,4] [3,4] [3.5,4,5] [2,3]
The time available [600,650] [400,450] [200,300]

Table (2) The second plan

Product The required production time in department (HR/unit) Seasonal
1 2 3 profit ($/unit)
A [2.5,3.5] [2,3] [1.5,2] [2.5,3.5]
B [2,3] [2,4] [3,4] [2.5,3]
The time available [550,700] [380,500] [230,260]

Table (3) The third plan

Product The required production time in department (HR/unit) Seasonal
1 2 3 profit ($/unit)
A [3,5] [2.5,3.5] [1,2] [1.5,3]
B [2,3.5] [1.5,3] [3.5,5] [2.5,3.5]
The time available [550,700] [380,500] [200,300]

Table (4) The coefficients of the problem

Product The required production time in department (HR/unit) Seasonal profit
1 2 3 ($/unit)
A ([3,3.5], [2.5,5]) ([2.5,3], [2,4]) ([1.5,2], [1,2.5]) ([2.5,3], [1.5,3.5])
B ([2.5,3], [2,4]) ([3,3], [1.5,4]) ([3.5,4], [3,5]) ([2.5,3], [2,3.5])
The time available ([600,650], [550,700]) ([400,450], [380,500]) ([230,260], [200,300])

The experts' production would like to allocate the production capacity so that not only finds the optimal product
mixture but also uses the three plans together. In order to solve this problem, first the parameters should be
determined. Since the parameters are given by three plans, one way to involve all plans is representing the
parameters by rough interval. In table 4, the upper and lower approximations of rough interval coefficients are
computed based on the union and intersection of the plans. In fact, taking the intersection means consensus on
all the plans, and, taking the union means respecting any of the three plans.

Now let x1 and x2 denoted the respective amounts of products 1 and 2 which should be produced. Then, the
model of this optimization problem can be formulated as follows:
 ([2.5,3], [1.5,3.5]) ⨂( [ xLL UL LU UU
1 , x1 ], [ x1 , x1 ] )⨁
𝐈𝐋𝐏𝐅𝐑𝐈 = ([ILP LAI
], [ILP UAI
]) = Max { } (4,1)
([2.5,3], [2,3.5] ) ⨂ ( [ xLL
2 , x2 ], [ x2 , x2 ])
UL LU UU

([ 3,3.5], [2.5,5]) ⨂( [ x1LL , x1UL ], [ x1LU , x1UU ])⨁([2.5,3], [2,4])

S.t { } (4,2)
⨂( [ x2LL , x2UL ], [ x2LU , x2UU ]) ≤ ([600,650], [550,700])

([2.5,3], [2,4]) ⨂( [ x1LL , x1UL ], [ x1LU , x1UU ])⨁([3,3], [1.5,4])

{ } (4,3)
⨂( [ x2LL , x2UL ], [ x2LU , x2UU ] ) ≤ ([400,450], [380,500])

([1.5,2], [1,2.5] ⨂( [ x1LL , x1UL ], [ x1LU , x1UU ] )⨁([3.5,4], [3,5])

{ } (4,4)
⨂( [ x2LL , x2UL ], [ x2LU , x2UU ] ) ≤ ([230,260], [200,300])

xiLL , xiLU , xiUL , xiUU ≥ 0 , where i = 1,2

{ } (4,5)
and rough integer intervals variables
In problem (4,1)-( 4,5) may involve other of constraints and variables, on the other words, the constraints can
be of the form ≤ , ≥ or =. Also, variables can be sign-restricted (x ≤ 0 or x ≥ 0 ) or unrestricted in sign.

Note, in this study will be limited the variables which are sign-restricted as xiLL , xiLU , xiUL , xiUU ≥ 0

4.1. Problem formulation:

The general formula of the integer linear programming problem with full rough interval(ILPFRI) as:

([ILPLAI ], [ILPUAI ]) = 𝐌𝐚𝐱 {∑nj=1( [cjLL , cjUL ] , [cjLU , cjUU ]) ⨂ ( [ xjLL , xjUL ], [ xjLU , xjUU ])} (4,1,1)

UL LU UU LL UL LU UU
∑m n LL
j=1 ∑i=1([a ij , a ij ] , [a ij , a ij ]) ⨂ ([ xj , xj ] , [ xj , xj ])
𝐒. 𝐭 { UL LU UU
} (4,1,2)
≤ ([bLL
i , bi ] , [bi , bi ])

xiLL , xiLU , xiUL , xiUU ≥ 0 , where i = 1,2

{ } (4,1,3)
and rough integer intervals variables

Where ([ cjLL , cjUL ] , [cjLU , cjUU ]) , ([ aLL UL LU UU LL UL LU UU

ij , a ij ] , [a ij , a ij ]) , ([bi , bi ] , [bi , bi ]) And

( [ xjLL , xjUL ], [ xjLU , xjUU ]) (i = 1, … … , m; j = 1, … … , n) are rough interval coefficients and variables of
the objective function and the constraints. Also, let x ∈ Rn denote the vector of all decision variables.
Remark: According to RI prop1erties introduced in Section (2), we have
 [cjLL , cjUL ] ⊆ [cjLU , cjUU ] → cjLU ≤ cjLL ≤ cjUL ≤ cjUU ,

[xjLL , xjUL ] ⊆ [xjLU , xjUU ] → xjLU ≤ xjLL ≤ xjUL ≤ xjUU ,

UL LU UU LU UL UU
[aLL LL
ij , a ij ] ⊆ [a ij , a ij ] → a ij ≤ a ij ≤ a ij ≤ a ij ,

UL LU UU LU UL UU
[bLL LL
j , bj ] ⊆ [bj , bj ] → bj ≤ bj ≤ bj ≤ bj ,

Definition 4.1.1.[7] in Problem (4,1,1)-(4,1,3), we can define following sets;

1) S LU = {x ∈ Rn | ∑nj=1 aUU LU LU
ij xij ≤ bi , i = 1, … … m; xj ≥ 0, j = 1, … … n: and integer}
2) S LL = {x ∈ Rn | ∑nj=1 aUL LL LL
ij xij ≤ bi , i = 1, … … m; xj ≥ 0, j = 1, … … n: and integer}
UL UL
3) S UL = {x ∈ Rn | ∑nj=1 aLL
ij xij ≤ bi , i = 1, … … m; xj ≥ 0, j = 1, … … n: and integer}
4) S UU = {x ∈ Rn | ∑nj=1 aLU UU UU
ij xij ≤ bi , i = 1, … … m; xj ≥ 0, j = 1, … … n: and integer}

Note: for the sets SLU , SLL , SUL , and SUU we have: S LU ⊆ S LL ⊆ S UL ⊆ S UU

Definition 4.1.2. [7],[2] consider all of the corresponding ILPFRI problems and LP of problem (4,1,1)-(4,1,3).

(a) The interval [ILPLL , ILP UL ]([ILPLU , ILPUU ]) is called the surely (possibly) optimal range symbolized
[ILPLAI ] ([ILPUAI ]) of problem (4,1,1)-(4,1,3), if the optimal range of each (ILPFRI) is a superset (subset)
of [ILPLL , ILPUL ]([ILPLU , ILPUU ]).
(b) Let [ILPLL , ILPUL ]([ILP LU , ILPUU ]) be surely optimal (possibly) optimal range of the problem (4,1,1)-
(4,1,3). Then the rough interval ([ILPLL , ILPUL ], [ILPLU , ILPUU ])is called the rough optimal range of
problem (4,1,1)-(4,1,3), also any point, optimal value belongs to [ILPLL , ILPUL ], ([ILPLU , ILPUU ]) is
called a completely (rather) satisfactory solution of the problem (4,1,1)-(4,1,3).
(c) A solution x is surely-feasible, iff it belongs to the lower approximation of the feasible set.
(d) A solution x is possibly -feasible, iff it belongs to the upper approximation of the feasible set.
(e) A solution x is surely-not feasible iff it does not belong to the upper approximation of the feasible set.

4.2. Solution procedures: In order to solve Problem (4,1,1)-(4,1,3), follow the following steps.

Step 1: Find the possibly optimal range [ILPLU , ILPUU ] by solving the following ILPFI problem via section 3

ILP UAI = 𝐌𝐚𝐱 { ∑nj=1[cjLU , cjUU ]⨂[xjLU , xjUU ] } (4,2,1)

 LU UU LU UU LU UU
𝐒. 𝐭 { ∑m n
j=1 ∑i=1[a ij , a ij ]⨂[xj , xj ] ≤ [bj , bj ] } (4,2,2)

xiLU , xiUU ≥ 0 , where j = 1, … … , m , i = 1, … … , n

{ } (4,2,3)
and integer variables

Step 2: Find the surly optimal range [ILPLL , ILPUL ] by solving the following ILPFI problem via section 3.

ILP LAI = 𝐌𝐚𝐱 { ∑nj=1[cjLL , cjUL ]⨂[xjLL , xjUL ] } (4,2,4)

LL UL LL UL LL UL
𝐒. 𝐭 { ∑m n
j=1 ∑i=1[a ij , a ij ]⨂[xj , xj ] ≤ [bj , bj ] } (4,2,5)

xjLL , xjUL ≥ 0 , where j = 1, … … , m , i = 1, … … , n

{ } (4,2,6)
and integer variables
Theorem 4.2.1. [7] If suppose that the optimal range of ILPFI problems (4,2,1)-(4,2,3) and (4,2,4)-(4,2,6) are
exists. Then, it is equal to the possibly optimal range and the surly optimal range of problem (4,1,1)-(4,1,3)
respectively then.
Step 3: According to Section 3. We can be obtained the optimal range of ILPFI problem (4,2,1)-(4,2,3)
solving two classical LPs as follows:

ILP UU : = 𝐦𝐚𝐱 { ∑nj=1 cjUU xjUU } (4,2,7)

𝐒. 𝐭 { ∑nj=1 aLU UU
ij xj ≤ bUU
i } (4,2,8)

xjUU ≥ 0 and integer

{ } (4,2,9)
j = 1, … … , m , i = 1, … … , n
And

ILP LU : = 𝐌𝐚𝐱 { ∑nj=1 c LU xjLU } (4,2,10)

𝐒. 𝐭 { ∑nj=1 aUU LU LU
ij xj ≤ bi } (4,2,11)

xjLU ≥ 0 and integer

{ } (4,2,12)
j = 1, … … , m , i = 1, … … , n
By Definition 4.1.1. the feasible solution set of problems (4,2,7)-(4,2,9) and (4,2,10)-(4,2,12) is equivalent to
S LU (S UU ). Thus, the interval [ILP LU , ILP UU ] is the optimal solution range of problem (4,2,1)-(4,2,3) .
We can be to see the interval [ILPLU , ILPUU ] is equivalent to the possibly optimal range of Problem (4,1,1)-
(4,1,3).Toward this end, as problem (3,1)-(3,3) be an arbitrary corresponding LPIC problem of (4,1,1)-(4,1,3).
Where for i=1,…,m and j=1,…n we have:

[cjL , cjU ] = [cjLL , cjUL ]or[cjL , cjU ] = [cjLU , cjUU ]

{[bLj , bU LL UL L U LU UU
j ] = [bj , bj ]or[bj , bj ] = [bj , bj ]
[aLj , aUj ] = [aLL UL L U LU UU
j , a j ]or[a j , a j ] = [a j , a j ]

Step 4. The optimal range of ILPFI problem (4,2,7)-(4,2,9) can be obtained by solving two classical LPs as
follows:

ILP LL : = 𝐌𝐚𝐱 { ∑nj=1 cjLL xjLL } (4,2,13)

𝐒. 𝐭 { ∑nj=1 aUL 𝐿𝐿 LL
ij xj ≤ bi } (4,2,14)

xjLL ≥ 0 and integer

{ } (4,2,15)
j = 1, … … , m , i = 1, … … , n
And

ILP UL : = 𝐌𝐚𝐱 { ∑nj=1 c UL xjUL } (4,2,16)

UL UL
𝐒. 𝐭 { ∑nj=1 aLL
ij xj ≤ bi } (4,2,17)

xjUL ≥ 0 and integer

{ } (4,2,18)
j = 1, … … , m , i = 1, … … , n
By Definition 4.1.1. The feasible solution set of problems (4,2,13)-(4,2,15) and (4,2,16)-(4,2,18) is equivalent
to S LL (S UL ). Thus, the interval [ILPLL , ILPUL ] is the optimal solution range of problem (4,2,4)-(4,2,6). [13] We
can be to see the interval [ILP LL , ILPUL ] is equivalent to the surely optimal range of Problem (4,1,1)-(4,1,3).
Example 4.2.1. Consider the ILPFRI problem (4,1)-(4,5) in section 4, to solve it, we have to solve two integer
linear programming fully interval problems ILPFI [ILPLAI , ILPUAI ] as follows:
ILP UAI = [P LU , P UU ] = Max [1.5,3.5] ⨂ [ x1LU , x1UU ] ⨁ [2,3.5]⨂[ x2LU , x2UU ]

S.t [2.5,5] ⨂ [ x1LU , x1UU ] ⨁ [2,4]⨂ [ x2LU , x2UU ] ≤ [550,700]

[2,4] ⨂[ x1LU , x1UU ] ⨁ [1.5,4]⨂[ x2LU , x2UU ] ≤ [380,500]

 [1,2.5]⨂[ x1LU , x1UU ] ⨁ [3,5]⨂[ x2LU , x2UU ] ≤ [200,300]

xiLU , xiUU ≥ 0 , where j = 1,2 , i = 1,2 and integer variables

ILP LAI = [P LL , P UL ] = Max [2.5,3] ⨂ [ x1LL , x1UL ]⨁ [2.5,3] ⨂ [ x2LL , x2UL ]

S.t [3,3.5]⨂ [ x1LL , x1UL ]⨁ [2.5,3]⨂ [ x2LL , x2UL ] ≤ [600,650]

[2.5,3]⨂ [ x1LL , x1UL ] ⨁ [3,3] ⨂ [ x2LL , x2UL ] ≤ [400,450]

[1.5,2]⨂ [ x1LL , x1UL ] ⨁ [3.5,4] ⨂[ x2LL , x2UL ] ≤ [230,260]

xiLL , xiUL ≥ 0 , where j = 1,2 , i = 1,2 and integer variables

In the ILPFI Problem (ILPUAI ) is transformed to LP problems ILPLU and ILP UU , where their feasible sets
are SLU and SUU , respectively.

In the ILPFI Problem (ILPLAI ) is transformed to LP problems ILPLL and ILPUL , where their feasible sets are
S LL and S UL , respectively.

ILP LU ∶= max 1.5xLU LU

1 + 2x2 and ILP UU ∶= max 3.5x1UU + 3.5x2UU

S.t. 5x1LU + 4x2LU +≤ 550 S.t. 2.5x1UU + 2x2UU +≤ 700

4x1LU + 4x2LU ≤ 380 2x1UU + 1.5x2UU ≤ 500

2.5x1LU + 5x2LU ≤ 200 x1UU + 3x2UU ≤ 300

xjLU ≤ xjLL , xjLU ≥ 0, j = 1,2 xjUU ≥ 0, j = 1,2

and rough integer intervals variabls. and roug integer intervals variabls.

ILP LL ∶= max 2.5x1LL + 2.5x2LL and ILP UL ∶= max 3x1UL + 3x2UL

S.t. 3.5x1LL + 3x2LL ≤ 600 S.t. 3x1UL + 2.5x2UL ≤ 650

3x1LL + 3x2LL ≤ 400 2.5x1UL + 3x2UL ≤ 450

2x1LL + 4x2LL ≤ 230 1.5x1UL + 3.5x2UL ≤ 260

xjLL ≤ xjUL , xjLL ≥ 0, j = 1,2 xjUL ≤ xjUU , xjUL ≥ 0, j = 1,2

and rough integer intervals variabls. and rough integer intervals variabls.
Optimal values and optimal solutions of Example 4.2.1. as following results:

ILP UU = 894.444, where x1UU = 233.333, x2UU = 22,222

ILP UL = 520, where x1UL = 173.333, x2UL = 0

ILP LL = 287.500, where x1LL = 115, x2LL = 0

ILP LU = 120, where x1LU = 80, x2LU = 0

Finally, apply branch and bound algorithm [15] to find integer optimal solutions:

ILP UU = 892, where x1UU = 235, x2UU = 22

ILP UL = 519, where x1UL = 173, x2UL = 0

ILP LL = 287.500, where x1LL = 115, x2LL = 0

ILP LU = 120, where x1LU = 80, x2LU = 0

So, the optimal solution of the ILPFRI problem 4.2.1. is

ZR = ([287.500, 519], [120,892]), X1R = ([115, 173], [80,235]), X 2R = ([0,0], [0,22]).

We think this way to the solution, be director of the company has put all possible solutions, to avoid the
economic crises and market fluctuations (the uncertainty of parameters).
Example 4.2.2. Consider the following ILPFRI problem as follows:

([18,25], [12,30])⨂([ x1LL , x1UL ], [ x1LU , x1UU ])⨁

([12,18], [4,20])⨂([ x2LL , x2UL ], [ x2LU , x2UU ])⨁
([1,1], [1,1]) ⨂([ x3LL , x3UL ], [ x3LU , x3UU ])⨁
𝐈𝐋𝐏𝐅𝐑𝐈 = ([ILP LAI ], [ILP UAI ]) = 𝐌𝐚𝐱
([2,3], [1,6]) ⨂([ x4LL , x4UL ], [ x4LU , x4UU ])⨁
([1,3], [1,5]) ⨂([ x5LL , x5UL ], [ x5LU , x5UU ])⨁
{ ([1,1], [1,1]) ⨂( [ x6LL , x6UL ], [ x6LU , x6UU ] ) }

([1,2], [1,3]⨂([ x1LL , x1UL ], [ x1LU , x1UU ])⨁ ([2,3], [1,4]) ⨂([ x2LL , x2UL ], [ x2LU , x2UU ])⨁
([1,3], [1,4]) ⨂([ x3LL , x3UL ], [ x3LU , x3UU ])⨁ ([1,3], [1,5]) ⨂([ x4LL , x4UL ], [ x4LU , x4UU ])
𝐒. 𝐭
([2,3], [1,5])⨂ ([ x5LL , x5UL ], [ x5LU , x5UU ])⨁([1,2], [1,4])⨂([ x6LL , x6UL ], [ x6LU , x6UU ])
{ ≤ ([30,35], [25,60]) }
([2,3], [1,5]) ⨂([ x1LL , x1UL ], [ x1LU , x1UU ])⨁([1,2], [1,3]) ⨂( [ x2LL , x2UL ], [ x2LU , x2UU ])
{ }
≤ ([8,16], [5,30])
 ([1,3], [1,5]) ⨂( [ x3LL , x3UL ], [ x3LU , x3UU ])⨁([1,2], [1,4]) ⨂( [ x4LL , x4UL ], [ x4LU , x4UU ]
{ }
≤ ([8,10], [5,15])

([1,2], [1,3]) ⨂([ x5LL , x5UL ], [ x5LU , x5UU ])⨁([2,3], [1,4]) ⨂([ x6LL , x6UL ], [ x6UL , x6UU ])
{ }
≤ ([5,15], [4,20])

{xiLL , xiLU , xiUL , xiUU ≥ 0 , where i = 1,2,3,4,5,6 and rough integer intervals variables }

In order to solve problem (e.g. 4.2.2.), we have to solve two ILPFI problems as follows:

UAI [12,30]⨂[xLU
1 , x1 ]⨁ [4,20]⨂[ x2 , x2 ] ⨁ [1,1] ⨂[ x3 , x3 ]⨁
UU LU UU LU UU
ILP = 𝐦𝐚𝐱 { }
[1,6]⨂[ xLU UU LU UU LU UU
4 , x4 ]⨁ [1,5]⨂[ x5 , x5 ] ⨁ [1,1]⨂[ x6 , x6 ]

[1,3]⨂[x1LU , x1UU ]⨁ [1,4] ⨂ [ x2LU , x2UU ] ⨁[1,4] ⨂[ x3LU , x3UU ]⨁[1,5]

𝐒. 𝐭 { }
⨂ [ x4LU , x4UU ]⨁[1,5]⨂ [x5LU , x5UU ]⨁ [1,4]⨂ [ x6LU , x6UU ] ≤ [25,60]

{[1,5] ⨂ [ x1LU , x1UU ] ⨁[1,3] ⨂ [ x2LU , x2UU ] ≤ [5,30]}

{ [1,5] ⨂ [ x3LU , x3UU ] ⨁[1,4]) ⨂ [ x4LU , x4UU ] ≤ [5,15]}

{ [1,3] ⨂ [ x5LU , x5UU ] ⨁[1,4] ⨂ [ x6LU , x6UU ] ≤ [4,20]}

x LU , xiUU ≥ 0 , where i = 1,2,3,4,5,6

{ i }
and rough integer intervals variables

𝐋𝐀𝐈
[18,25]⨂[x1LL , x1UL ]⨁[12,18]⨂[ x2LL , x2UL ] ⨁[1,1] ⨂[ x3LL , x3UL ]⨁
𝐈𝐋𝐏 = 𝐌𝐚𝐱 { }
[2,3]⨂[ x4LL , x4UL ] ⨁ [1,3]⨂[ x5LL , x5UL ]⨁[1,1] ⨂ [ x6LL , x6UL ]

[1,2]⨂[x1LL , x1UL ]⨁[2,3]⨂[ x2LL , x2UL ]⨁[1,3] ⨂[ x3LL , x3UL ]⨁[1,3] ⨂

𝐒. 𝐭 { }
[ x4LL , x4UL ]⨁[2,3]⨂ [x5LL , x5UL ]⨁ [1,2]⨂ [ x6LL , x6UL ] ≤ [30,35]

{[2,3] ⨂ [ x1LL , x1UL ]⨁[1,2] ⨂ [ x2LL , x2UL ] ≤ [8,16]}

{[1,3] ⨂ [ x3LL , x3UL ] ⨁[1,2] ⨂ [ x4LL , x4UL ] ≤ [8,10]}

{[1,2] ⨂ [ x5LL , x5UL ] ⨁[2,3]⨂ [ x6LL , x6UL ] ≤ [5,15] }

xiLL , xiUL ≥ 0 , where i = 1,2,3,4,5,6

{ }
and rough integer intervals variables
According to Section (3), the optimal range of ILPIC Problems ( ILPUAI and ILPLAI ) can be obtained by
solving four classical LPs as follows:
ILPUU ∶= 𝐌𝐚𝐱 30x1UU + 20x2UU + x3UU + 6x4UU + 5x5UU + x6UU

S.t. x1UU + x2UU + x3UU + x4UU + x5UU + x6UU ≤ 60

x1UU + x2UU ≤ 30

x3UU + x4UU ≤ 15

x5UU + x6UU ≤ 20

xjUU ≥ 0, j = 1,2,3,4,5,6 and rough integer intervals variabls.

ILP LU ∶= 𝐌𝐚𝐱 12x1LU + 4x2LU + x3LU + x4LU + x5LU + x6LU

S.t. 3x1LU + 4x2LU + 4x3LU + 5x4LU + 5x5LU + 4x6LU ≤ 25

5x1LU + 3x2LU ≤ 5

5x3LU + 4x4LU ≤ 5

3x5LU + 4x6LU ≤ 4

xjLU ≤ xjLL , xjLU ≥ 0, j = 1,2,3,4,5,6 and rough integer intervals variabls.

ILP LL ∶= 𝐌𝐚𝐱 18x1LL + 12x2LL + x3LL + 2x4LL + x5LL + x6LL

S.t. 2x1LL + 3x2LL + 3x3LL + 3x4LL + 3x5LL + 2x6LL ≤ 30

3x1LL + 2x2LL ≤ 8

3x3LL + 2x4LL ≤ 8

2x5LL + 3x6LL ≤ 5

xjLL ≤ xjUL , xjLL ≥ 0, j = 1,2,3,4,5,6 and rough integer intervals variabls.

ILP UL ∶= 𝐌𝐚𝐱 25x1UL + 18x2UL + x3UL + 3x4UL + 3x5UL + x6UL

S.t. x1UL + 2x2UL + x3UL + x4UL + 2x5UL + x6UL ≤ 35

2x1UL + x2UL ≤ 16
 x3UL + x4UL ≤ 10

x5UL + 2x6UL ≤ 15

xjUL ≤ xjUU , xjUL ≥ 0, j = 1,2,3,4,5,6 and rough integer intervals variabls.

Optimal values and optimal solutions of Example 4.2.2. as following results:

ILP UU = 1065, where x1UU = 30, x2UU = 0, x3UU = 0, x4UU = 15, x5UU = 15 , x6UU = 0

ILP UL = 328, where x1UL = 8, x2UL = 0, x3UL = 0, x4UL = 10, x5UL = 8.500, x6UL = 0

ILP LL = 58.500, where x1LL = 2.666, x2LL = 0, x3LL = 0, x4LL = 4, x5LL = 2.500, x6LL = 0

ILP LU = 18.25, where x1LU = 1, x2LU = 0, x3LU = 0, x4LU = 1.25, x5LU = 1.333, x6LU = 0
When we apply the branch and bound Example 4.2.2. to find integer optimal solutions
ILP UU = 1065, where x1UU = 30, x2UU = 0, x3UU = 0, x4UU = 15, x5UU = 15 , x6UU = 0

ILP UL = 328, where x1UL = 8, x2UL = 0, x3UL = 0, x4UL = 10, x5UL = 8, x6UL = 0

ILP LL = 46, where x1LL = 2, x2LL = 0, x3LL = 0, x4LL = 4, x5LL = 2, x6LL = 0

ILP LU = 14, where x1LU = 1, x2LU = 0, x3LU = 0, x4LU = 1, x5LU = 1, x6LU = 0

ZR = ([46, 254], [14,1065]),
X1R = ([2, 8], [1,30]), X 2R = ([0, 0], [ 0,0]), X 3R = ([0, 0], [ 0,0])
𝑋4𝑅 = ([4,10], [1,15]), X 5R = ([2, 8], [1,15]), X 6R = ([0,0], [0,0]) .
Note that, decision variables and the optimal values are rough intervals. Thus, we give decision maker more
freedom to choose.
Conclusion
In this paper, basic concepts of rough intervals are reviewed, and we focused on the solution of fully integer
linear programming problems, including all decision parameters and a decision variable in the constraints and
the objective functions are rough intervals. The proposed model was depending on integer programming,
interval method, slice- sum method, decomposition algorithm, constraint method, branch and method. And used
the concepts, as surely optimal range, possibly optimal completely satisfactory solutions, satisfactory solutions
and rough optimal range variables. The results are in the form of intervals and the interval method doesn’t
ignore any part of solution area. I think the rough intervals are useful and new tools to tackle the uncertainty in
decision making problems. Finally, to clarify the idea and support this paper, some examples are solved in order
to illustrate the new concepts.
References
[1] Ammar. E. E and Khalifa. A. M, "On Solving of Rough Interval Multiobjective Transportation Problems", Journal
of Advances in Physics, 7 (2014), 1233-1244.
[2] Atteya. T. E. M, Rough multiple objective programming, European Journal of the Operational Research,000
(2015) 1–7.
[3] Bazaraa. M. S, Jarvis. J.J and Sherali.H. D, Linear programming and network flows, John Wiley and Sons,
New York, (2010).
[4] Chinneck. J. W and Ramadan. K, Linear programming with interval coefficients, Journal of the Operational
Research Society 51(2) (2000) 209–220.
[5] Dantzig. G and Wolfe. P, "The Decomposition Algorithm for Linear Programming", Econometric, 9(4) (1961)
67–778.
[6] Dantzig. G. B and Thapa. N, Linear programming: Theory and extensions, Springer Verlag, Berlin, (2003).
[7] Hamazehee. A, Yaghoobi. M. A and Mashinchi. M, "Linear Programming with Rough Interval Coefficients",
Journal of Intelligent and Fuzzy Systems, 26 (2014), 1179-1189.
[8] Nasiri. J and Mashinchi. M, "Rough Set and Data Analysis in Decision Tables", Journal of Uncertain Systems,
3(3) (2009) 232–240.
[9] Osman. M. S, El-Sherbiny.M .M, Khalifa. H. A and Farag. H. H, "A Fuzzy Technique for Solving Rough Interval
Multiobjective Transportation Problem", International Journal of Computer Applications, 147 (10) (2016) 49-57.
[10] Pawlak. Z, "Rough Sets", International Journal of Computer and Information Sciences, 11 (1982), 341-356.
[11] Pawlak. Z and Skowron. A, Rudiment of rough sets, Information Sciences 177 (2007), 3–27.
[12] Pandian. P, Natarajan. G and Akilbasha. A, "Fully Rough Integer Interval Transportation Problems"
International Journal of Pharmacy & Technology, 8 (2) (2016) 13866-13876.
[13] Rebolledo. M, Rough intervals-enhancing intervals for qualitative modeling of technical systems, Artificial
Intelligence 170 (2006), 667–685.
[14] Shaocheng. T, Interval number and fuzzy number linear programmings, Fuzzy Sets and Systems 66(3) (1994),
301–306.
[15] Taha. H. T, (1997) "Operation Research-An Introduction", 6th Edition, Mac Milan Publishing Co, New York.
[16] Weiguo. Y, Mingyu. L and L. Zhi, Variable precision rough set based decision tree classifier, Journal of
Intelligent and Fuzzy Systems 23(2) (2012) 61–70.