A general approach to handle complex sensitivity analysis in linear programming

Kód výsledku v 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>

Výsledek na webu

<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

—

Jazyk výsledku

angličtina

Název v původním jazyce

A general approach to handle complex sensitivity analysis in linear programming

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

A general approach to handle complex sensitivity analysis in linear programming

Popis výsledku anglicky

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.

Druh

D - Stať ve sborníku

CEP obor

—

OECD FORD obor

50201 - Economic Theory

Projekt

<a href="/cs/project/GA22-11117S" target="_blank" >GA22-11117S: Globální analýza citlivosti a stabilita v optimalizačních úlohách</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2023

Kód důvěrnosti údajů

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

Název statě ve sborníku

Proceedings of the 17th International Symposium on Operational Research SOR&apos;23

ISBN

978-961-6165-61-7

ISSN

—

e-ISSN

—

Počet stran výsledku

4

Strana od-do

397-400

Název nakladatele

Slovenian Society INFORMATIKA

Místo vydání

Slovinsko

Místo konání akce

Bled, Slovenia

Datum konání akce

20. 9. 2023

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

—