Local Perturbation Analysis of Linear Programming with Functional Relation Among Parameters

Payam Hanafizadeh, Abolfazl Ghaemi and Madjid Tavana
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Payam Hanafizadeh: Allameh Tabataba’i University, Iran
Abolfazl Ghaemi: Amirkabir University of Technology, Iran
Madjid Tavana: La Salle University, USA

International Journal of Operations Research and Information Systems (IJORIS), 2011, vol. 2, issue 1, 42-65

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.

Date: 2011
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