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
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.
- Received: 2009-07-02.
- Revised: 2010-01-10.
- Accepted: 2010-03-18.