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

Behrouz Kheirfam

Abstract. 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.

Keywords: piecewise linear fractional programming, fractional programming, piecewise linear programming, sensitivity analysis.

Mathematics Subject Classification: 90C31.

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