  We introduce a novel kind of robustness in linear programming. A solution x*
is called robust optimal if for all realizations of objective functions
coefficients and constraint matrix entries from given interval domains there
are appropriate choices of the right-hand side entries from their interval
domains such that x* remains optimal. we propose a method to check for
robustness of a given point, and also recommend how a suitable candidate can be
found. We also discuss topological properties of the robust optimal solution
set. We illustrate applicability of our concept in a transportation problem.
