Abstract

In this paper, we study multi-parametric sensitivity analysis for programming problems with the piecewise linear fractional objective function using the concept of maximum volume in the tolerance region. We construct critical regions (the set of parameters values which the coefficients matrix of the problem (PLFP) may vary while still retaining the same optimal basis B.) for simultaneous and independent perturbations of one row or one column of the constraint matrix in the given problem. Necessary and sufficient conditions are derived to classify perturbation parameters as 'focal' and 'non-focal'. Non-focal parameters can be deleted from the analysis, because of their low sensitivity in practice. Theoretical results are illustrated with the help of a numerical example.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.