Sensitivity analysis of linear programming in the presence of correlation among right-hand side parameters or objective function coefficients
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F16%3A10329233" target="_blank" >RIV/00216208:11320/16:10329233 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1007/s10100-014-0353-8" target="_blank" >http://dx.doi.org/10.1007/s10100-014-0353-8</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/s10100-014-0353-8" target="_blank" >10.1007/s10100-014-0353-8</a>
Alternative languages
Result language
angličtina
Original language name
Sensitivity analysis of linear programming in the presence of correlation among right-hand side parameters or objective function coefficients
Original language description
In the literature, sensitivity analysis of linear programming (LP) has been widely studied. However, only some very simple and special cases were considered when right-hand side (RHS) parameters or objective function coefficients (OFC) correlate to each other. In the presence of correlation when one parameter changes, other parameters vary, too. Here principal component analysis is used to convert the correlation of the LP homogenous parameters into functional relations. Then, using the derivatives of the functional relations, it is possible to perform classical sensitivity analysis for the LP with correlation among RHS parameters or OFC. The validity of the devised method is corroborated by open literature examples having correlation among homogenous parameters.
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
<a href="/en/project/GBP202%2F12%2FG061" target="_blank" >GBP202/12/G061: Center of excellence - Institute for theoretical computer science (CE-ITI)</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Central European Journal of Operations Research
ISSN
1435-246X
e-ISSN
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Volume of the periodical
24
Issue of the periodical within the volume
3
Country of publishing house
DE - GERMANY
Number of pages
31
Pages from-to
563-593
UT code for WoS article
000380043700004
EID of the result in the Scopus database
2-s2.0-84940287240