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Parametric Analysis in Linear Fractional Programming

Author

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  • Hartmut Wolf

    (Fernuniversitat, Hagen, West Germany)

Abstract

We consider the parametric analysis for a linear fractional programming problem with a scalar parameter in the right-hand side of the restrictions. A method we develop determines the optimal value of the objective function as well as the optimal solution of the parametric problem. The method is based on a parametric analysis of a linear auxiliary program. This analysis provides the decision maker with additional parametric information not provided by previous methods.

Suggested Citation

  • Hartmut Wolf, 1986. "Parametric Analysis in Linear Fractional Programming," Operations Research, INFORMS, vol. 34(6), pages 930-937, December.
    • Handle: RePEc:inm:oropre:v:34:y:1986:i:6:p:930-937
    DOI: 10.1287/opre.34.6.930
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    Cited by:

    1. Harald Dyckhoff & Katrin Allen, 1999. "Theoretische Begründung einer Effizienzanalyse mittels Data Envelopment Analysis (DEA)," Schmalenbach Journal of Business Research, Springer, vol. 51(5), pages 411-436, May.

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