Multiparametric sensitivity analysis in programming problem with linear-plus-linear fractional objective function

In this paper, we study multiparametric sensitivity analysis for programming problems with linear-plus-linear fractional objective function using the concept of maximum volume in the tolerance region. We construct critical regions for simultaneous and independent perturbations in the objective funct...

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Vydané v:European journal of operational research Ročník 160; číslo 1; s. 232 - 241
Hlavní autori: Singh, Sanjeet, Gupta, Pankaj, Bhatia, Davinder
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Amsterdam Elsevier B.V 2005
Elsevier
Elsevier Sequoia S.A
Edícia:European Journal of Operational Research
Predmet:
Fractional programming
Linear programming
Linear-plus-linear fractional programming
Multiparametric sensitivity analysis
Operations research
Parametric analysis
Sensitivity analysis
Studies
Tolerance approach
Fractional programming
Multiparametric sensitivity analysis
Parametric analysis
Linear-plus-linear fractional programming
Tolerance approach
ISSN:0377-2217, 1872-6860
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Shrnutí:In this paper, we study multiparametric sensitivity analysis for programming problems with linear-plus-linear fractional objective function using the concept of maximum volume in the tolerance region. We construct critical regions for simultaneous and independent perturbations in the objective function coefficients and in the right-hand-side vector of the given problem. Necessary and sufficient conditions are derived to classify perturbation parameters as `focal' and `non-focal'. Non-focal parameters can have unlimited variations, because of their low sensitivity in practice, these parameters can be deleted from the analysis. For focal parameters, a maximum volume tolerance region is characterized. Theoretical results are illustrated with the help of a numerical example.
Bibliografia:SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 14
ISSN:0377-2217
1872-6860
DOI:10.1016/j.ejor.2002.10.001