Multiparametric linear programming: Support set and optimal partition invariancy

Kód výsledku v 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>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Multiparametric linear programming: Support set and optimal partition invariancy

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

Multiparametric linear programming: Support set and optimal partition invariancy

Popis výsledku anglicky

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.

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

202

Číslo periodika v rámci svazku

1

Stát vydavatele periodika

NL - Nizozemsko

Počet stran výsledku

7

Strana od-do

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Kód UT WoS článku

000271700800004

EID výsledku v databázi Scopus

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