Optimal value bounds in interval fractional linear programming and revenue efficiency measuring

Amin Mostafaee () and Milan Hladík ()
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Amin Mostafaee: Islamic Azad University
Milan Hladík: Charles University

Central European Journal of Operations Research, 2020, vol. 28, issue 3, No 5, 963-981

Abstract: Abstract This paper deals with the fractional linear programming problem in which input data can vary in some given real compact intervals. The aim is to compute the exact range of the optimal value function. A method is provided for the situation in which the feasible set is described by a linear interval system. Moreover, certain dependencies between the coefficients in the nominators and denominators can be involved. Also, we extend this approach for situations in which the same vector appears in different terms in nominators and denominators. The applicability of the approaches developed is illustrated in the context of the analysis of hospital performance.

Keywords: Linear interval systems; Fractional linear programming; Optimal value range; Interval matrix; Dependent data; 90C31; 90B50; 65G40 (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10100-019-00611-6

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