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Sensitivity analysis in piecewise linear fractional programming problem with non-degenerate optimal solution

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Języki publikacji
EN
Abstrakty
EN
In this paper, we study how changes in the coefficients of objective function and the right-hand-side vector of constraints of the piecewise linear fractional programming problems affect the non-degenerate optimal solution. We consider separate cases when changes occur in different parts of the problem and derive bounds for each perturbation, while the optimal solution is invariant. We explain that this analysis is a generalization of the sensitivity analysis for LP, LFP and PLP. Finally, the results are described by some numerical examples.
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253--269
Opis fizyczny
Bibliogr. 13 poz., tab.
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autor
Bibliografia
  • [1] S.P. Aggarwal, Parametric Linear Fractional Functionals Programming, Metrika 12 (1968), 106-114.
  • [2] S.P. Aggarwal, Analysis of the Solution to a Linear Fractional Functionals Programming, Metrika 16 (1970), 9-26.
  • [3] E.B. Bajalinov, Linear Fractional Programming: Theory, Methods, Applications and software, Kluwer Academic Publishers, 2003.
  • [4] G.E. Bitran, T.L.Magnanti, Duality and sensitivity analysis with fractional objective function, Operations Research 24 (1976), 675-699.
  • [5] V. Chavatal, Linear programming, W.H. Freeman and Company, New York, 1983.
  • [6] G.B. Dantzig, M.N. Thapa, Linear Programming, 1: Introduction, Springer, 1997.
  • [7] R. Fourer, A simplex algorithm for piecewise-linear programming I: Derivation and proof, Mathematical programming 13 (1985), 204-233.
  • [8] B. Kheirfam, M. Mirnia, Multi-parametric sensitivity analysis in piecewise linear fractional programming, Journal of Industrial and Management Optimization 4 (2008) 2, 343-351.
  • [9] B. Kheirfam, M. Mirnia, Approximate multi-parametric sensitivity analysis of the constraint matrix in piecewise linear fractional programming, AMO - Advanced Modeling and Optimization 11 (2009) 2, 139-151.
  • [10] A. Punnen, P. Pandey, A simplex algorithm for piecewise-linear fractional programming problems, European Journal of Operational Research 178 (2007), 343-358.
  • [11] S. Schaible, T. Ibaraki, Fractional programming, European Journal of Operational Research 12(1983), 247-255.
  • [12] K. Swarup, Linear fractional programming, Operations Research 10 (1965), 380-387.
  • [13] H.F.Wang, C.S. Huang, Multi-parametric analysis of the maximum tolerance in a linear programming problem, European Journal of Operational Research 67 (1993), 75-87.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-AGHS-0001-0003
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