On Rohn's relative sensitivity coefficient of the optimal value for a linear-fractional program

Title:

On Rohn's relative sensitivity coefficient of the optimal value for a linear-fractional program

Creator:

Tigan, Stefan and Stancu-Minasian, I. M.

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:f08e3cff-ed9e-467c-a904-1917c3ed3356
uuid:f08e3cff-ed9e-467c-a904-1917c3ed3356
doi:10.21136/MB.2000.125953

Subject:

linear-fractional programming and generalized relative sensitivity coefficient

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

In this note we consider a linear-fractionai programming problem with equality linear constraints. Following Rohn, we define a generalized relative sensitivity coefficient measuring the sensitivity of the optimal value for a linear program and a linear-fractional minimization problem with respect to the perturbations in the problem data. By using an extension of Rohn's result for the linear programming case, we obtain, via Charnes-Cooper variable change, the relative sensitivity coefficient for the linear-fractional problem. This coefficient involves only the measure of data perturbation, the optimal solution for the initial linear-fractional problem and the optimal solution of the dual problem of linear programming equivalent to the initial fractional problem.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

227-234

Source:

Mathematica bohemica | 2000 Volume:125 | Number:2

Harvested from:

CDK

Metadata only:

false