Generalized linear fractional programming under interval uncertainty

Kód výsledku v 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>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Generalized linear fractional programming under interval uncertainty

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

Generalized linear fractional programming under interval uncertainty

Popis výsledku anglicky

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.

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

BB - Aplikovaná statistika, operační výzkum

OECD FORD obor

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Projekt

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Návaznosti

Z - Vyzkumny zamer (s odkazem do CEZ)

Rok uplatnění

2010

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

European Journal of Operational Research

ISSN

0377-2217

e-ISSN

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Svazek periodika

205

Číslo periodika v rámci svazku

1

Stát vydavatele periodika

NL - Nizozemsko

Počet stran výsledku

5

Strana od-do

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Kód UT WoS článku

000275363700004

EID výsledku v databázi Scopus

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