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Local Perturbation Analysis of Linear Programming with Functional Relation Among Parameters

Author

Listed:
  • Payam Hanafizadeh

    (Allameh Tabataba’i University, Iran)

  • Abolfazl Ghaemi

    (Amirkabir University of Technology, Iran)

  • Madjid Tavana

    (La Salle University, USA)

Abstract

In this paper, the authors study the sensitivity analysis for a class of linear programming (LP) problems with a functional relation among the objective function parameters or those of the right-hand side (RHS). The classical methods and standard sensitivity analysis software packages fail to function when a functional relation among the LP parameters prevail. In order to overcome this deficiency, the authors derive a series of sensitivity analysis formulae and devise corresponding algorithms for different groups of homogenous LP parameters. The validity of the derived formulae and devised algorithms is corroborated by open literature examples having linear as well as nonlinear functional relations between their vector b or vector c components.

Suggested Citation

  • Payam Hanafizadeh & Abolfazl Ghaemi & Madjid Tavana, 2011. "Local Perturbation Analysis of Linear Programming with Functional Relation Among Parameters," International Journal of Operations Research and Information Systems (IJORIS), IGI Global, vol. 2(1), pages 42-65, January.
    • Handle: RePEc:igg:joris0:v:2:y:2011:i:1:p:42-65
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    Cited by:

    1. Curry, Stewart & Lee, Ilbin & Ma, Simin & Serban, Nicoleta, 2022. "Global sensitivity analysis via a statistical tolerance approach," European Journal of Operational Research, Elsevier, vol. 296(1), pages 44-59.

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