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Postoptimal analysis in the coefficients matrix of piecewise linear fractional programming problems with non-degenerate optimal solution

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EN
Abstrakty
EN
In this paper, we discuss how changes in the coefficients matrix of piecewise linear fractional programming problems affect the non-degenerate optimal solution. We consider separate cases when changes occur in the coefficients of the basic and non-basic variables 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.
Rocznik
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281--294
Opis fizyczny
Bibliogr. 15 poz.
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autor
Bibliografia
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  • [8] T. Gal, H.J. Greenberg, Advances in sesitivity analysis and parametric programming, Kluwer Academic Press, London, UK, 1997.
  • [9] B. Kheirfam, Sensitivity analysis in piecewise linear fractional programming problem with non-degenerate optimal solution, Opuscula Math. 29 (2009) 3, 253–269.
  • [10] B. Kheirfam, M. Mirnia, Approximate multi-parametric sensitivity analysis of the constraint matrix in piecewise linear fractional programming, Adv. Model. Optim. 11 (2009) 2, 139–151.
  • [11] B. Kheirfam, M. Mirnia, Multi-parametric sensitivity analysis in piecewise linear fractional programming, J. Ind. Manag. Optim. 4 (2008) 2, 343–351.
  • [12] A. Punnen, P. Pandey, A simplex algorithm for piecewise-linear fractional programming problems, European J. Oper. Res. 178 (2007), 343–358.
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  • [15] H.F.Wang, C.S. Huang, Multi-parametric analysis of the maximum tolerance in a linear programming problem, European J. Oper. Res. 67 (1993), 75–87.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-AGHT-0003-0006
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