Generalized linear fractional programming under interval uncertainty
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F10%3A10028797" target="_blank" >RIV/00216208:11320/10:10028797 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Generalized linear fractional programming under interval uncertainty
Original language description
Data in many real-life engineering and economical problems suffer from inexactness. Herein we assume that we are given some intervals in which the data can simultaneously and independently perturb. We consider a generalized linear fractional programmingproblem with interval data and present an efficient method for computing the range of optimal values. The method reduces the problem to solving from two to four real-valued generalized linear fractional programs, which can be computed in polynomial timeusing an appropriate interior point method solver. We consider also the inverse problem: How much can data of a real generalized linear fractional program vary such that the optimal values do not exceed some prescribed bounds. We propose a method for calculating (often the largest possible) ranges of admissible variations; it needs to solve only two real-valued generalized linear fractional programs. We illustrate the approach on a simple von Neumann economic growth model.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
European Journal of Operational Research
ISSN
0377-2217
e-ISSN
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Volume of the periodical
205
Issue of the periodical within the volume
1
Country of publishing house
NL - THE KINGDOM OF THE NETHERLANDS
Number of pages
5
Pages from-to
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UT code for WoS article
000275363700004
EID of the result in the Scopus database
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