Opuscula Math. 30, no. 3 (2010), 281-294
Postoptimal analysis in the coefficients matrix of piecewise linear fractional programming problems with non-degenerate optimal solution
Behrouz Kheirfam
Abstract.
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.
Keywords:
piecewise linear fractional programming, degeneracy, optimal basis, fractional programming, piecewise linear programming, sensitivity analysis.
Mathematics Subject Classification:
90C31.
About the authors ▼
Behrouz Kheirfam
Azarbijan University of Tarbiat Moallem, Department of Mathematics, Tabriz, I.R. Iran
About the article ▼
Received: 2009-07-02.
Revised: 2010-01-10.
Accepted: 2010-03-18.
Cite this article as ▼
Behrouz Kheirfam, Postoptimal analysis in the coefficients matrix of piecewise linear fractional programming problems with non-degenerate optimal solution, Opuscula Math. 30, no. 3 (2010), 281-294,
http://dx.doi.org/10.7494/OpMath.2010.30.3.281.
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