A general approach to handle complex sensitivity analysis in linear programming

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F23%3A10472195" target="_blank" >RIV/00216208:11320/23:10472195 - isvavai.cz</a>
Result on the web
<a href="https://www.drustvo-informatika.si/sekcije-drustva?stran=publikacije-sor" target="_blank" >https://www.drustvo-informatika.si/sekcije-drustva?stran=publikacije-sor</a>
DOI - Digital Object Identifier
—

Result language
angličtina
Original language name
A general approach to handle complex sensitivity analysis in linear programming
Original language description
The sensitivity analysis in linear programming is a well-known standard, technique to deal with variations of selected entries. Its limitation is that is focuses only on sensitivity of one coefficient or other simple cases. The real life is, however, more complicated. To handle a bit more complex data variations, various approaches were introduced and studied. Herein, we address variations of possibly all input data, controlled by a certain matrix norm. More concretely, the aim is to compute the maximum variation of the data in the norm such that the computed optimal basis remains optimal. First, we present results valid for a general matrix norm. Then we inspect particular norms, such as the spectral and the maximum norm. We also analyse computational complexity to know for which norms the problem is efficiently computable and for which it is NP-hard.
Czech name
—
Czech description
—

Project
<a href="/en/project/GA22-11117S" target="_blank" >GA22-11117S: Global sensitivity analysis and stability in optimization problems</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2023
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 17th International Symposium on Operational Research SOR'23
ISBN
978-961-6165-61-7
ISSN
—
e-ISSN
—
Number of pages
4
Pages from-to
397-400
Publisher name
Slovenian Society INFORMATIKA
Place of publication
Slovinsko
Event location
Bled, Slovenia
Event date
Sep 20, 2023
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
—

Similar results(10)