Matrix Perturbation and Optimal Partition Invariancy in Linear Optimization
Alireza Ghaffari-Hadigheh () and
Nayyer Mehanfar ()
Additional contact information
Alireza Ghaffari-Hadigheh: Department of Applied Mathematics, Azarbaijan Shahid Madani University, Tabriz, Iran
Nayyer Mehanfar: Department of Applied Mathematics, Azarbaijan Shahid Madani University, Tabriz, Iran
Asia-Pacific Journal of Operational Research (APJOR), 2015, vol. 32, issue 03, 1-17
Abstract:
Understanding the effect of variation of the coefficient matrix in linear optimization problem on the optimal solution and the optimal value function has its own importance in practice. However, most of the published results are on the effect of this variation when the current optimal solution is a basic one. There is only a study of the problem for special perturbation on the coefficient matrix, when the given optimal solution is strictly complementary and the optimal partition (in some sense) is known. Here, we consider an arbitrary direction for perturbation of the coefficient matrix and present an effective method based on generalized inverse and singular values to detect invariancy intervals and corresponding transition points.
Keywords: Optimal partition; linear parametric sensitivity analysis; Moore–Penrose inverse (search for similar items in EconPapers)
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations:
Downloads: (external link)
http://www.worldscientific.com/doi/abs/10.1142/S021759591550013X
Access to full text is restricted to subscribers
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:wsi:apjorx:v:32:y:2015:i:03:n:s021759591550013x
Ordering information: This journal article can be ordered from
DOI: 10.1142/S021759591550013X
Access Statistics for this article
Asia-Pacific Journal of Operational Research (APJOR) is currently edited by Gongyun Zhao
More articles in Asia-Pacific Journal of Operational Research (APJOR) from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().