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

Behrouz Kheirfam | Zendy

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

Author(s) -

Behrouz Kheirfam

Publication year - 2009

Publication title -

opuscula mathematica

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.481

H-Index - 16

eISSN - 2300-6919

pISSN - 1232-9274

DOI - 10.7494/opmath.2009.29.3.253

Subject(s) - mathematics , sensitivity (control systems) , degenerate energy levels , piecewise linear function , fractional programming , piecewise , linear programming , mathematical optimization , mathematical analysis , nonlinear programming , nonlinear system , physics , quantum mechanics , electronic engineering , engineering

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

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