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  • 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 sensitivity analysis, 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 multiple parameters 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 the set of admissible parameters under the mentioned invariances, and compare them with the classical optimal basis concept.
  • 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 sensitivity analysis, 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 multiple parameters 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 the set of admissible parameters under the mentioned invariances, and compare them with the classical optimal basis concept. (en)
Title
  • Multiparametric linear programming: Support set and optimal partition invariancy
  • Multiparametric linear programming: Support set and optimal partition invariancy (en)
skos:prefLabel
  • Multiparametric linear programming: Support set and optimal partition invariancy
  • Multiparametric linear programming: Support set and optimal partition invariancy (en)
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  • RIV/00216208:11320/10:10028799!RIV11-MSM-11320___
http://linked.open...avai/riv/aktivita
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  • Z(MSM0021620838)
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  • 1
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  • 273155
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  • RIV/00216208:11320/10:10028799
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  • parametric analysis; sensitivity analysis; linear programming (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • NL - Nizozemsko
http://linked.open...ontrolniKodProRIV
  • [13FA29A3E60F]
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  • European Journal of Operational Research
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  • 202
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  • Hladík, Milan
http://linked.open...ain/vavai/riv/wos
  • 000271700800004
http://linked.open...n/vavai/riv/zamer
issn
  • 0377-2217
number of pages
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  • 11320
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