Opuscula Math. 30, no. 3 (2010), 281-294
http://dx.doi.org/10.7494/OpMath.2010.30.3.281

Opuscula Mathematica

# 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.

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