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

Opuscula Mathematica

卷:30

Behrouz Kheirfam¹ 

[1] Azarbijan University of Tarbiat Moallem, Department of Mathematics, Tabriz, I.R. Iran;

关键词: piecewise linear fractional programming;    degeneracy;    optimal basis;    fractional programming;    piecewise linear programming;    sensitivity analysis;   

DOI  :  http://dx.doi.org/10.7494/OpMath.2010.30.3.281

来源: DOAJ

【 摘 要 】

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.

【 授权许可】

Unknown