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

Kheirfam B.

Opuscula Mathematica

2010

Vol. 30, no. 3

281-294

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.

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

Kheirfam B.

Opuscula Mathematica

2009

Vol. 29, no. 3

253-269

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.