Multiparametric linear programming: Support set and optimal partition invariancy
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F10%3A10028799" target="_blank" >RIV/00216208:11320/10:10028799 - 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
Multiparametric linear programming: Support set and optimal partition invariancy
Original language description
Traditional sensitivity and parametric analysis in linear optimization was based on preserving optimal basis. Interior point methods, however, do not converge to a basic solution (vertex) in general. Recently, there appeared new techniques in sensitivityanalysis, which consist in preserving so called support set invariancy and optimal partition invariancy. This paper reflects the renascence of sensitivity and parametric analysis and extends single-parametric results to the case when there are multipleparameters in the objective function and in the right-hand side of equations. Multiparametric approach enables us to study more complex perturbation occurring in linear programs than the simpler sensitivity analysis does. We present a description of theset of admissible parameters under the mentioned invariances, and compare them with the classical optimal basis concept.
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
202
Issue of the periodical within the volume
1
Country of publishing house
NL - THE KINGDOM OF THE NETHERLANDS
Number of pages
7
Pages from-to
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UT code for WoS article
000271700800004
EID of the result in the Scopus database
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