Sensitivity Analysis in Piecewise Linear Programming Models

被引：0

作者：

Houska, Milan ^{[1
]}

Berankova, Martina ^{[1
]}

机构：

[1] Czech Univ Agr Prague, Prague, Czech Republic

来源：

PROCEEDINGS OF THE 23RD INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS 2005 | 2005年

关键词：

Convex Optimization Models; Piecewise Linear Programming; Linear Programming; Simplex Method; Sensitivity Analysis;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

A piecewise linear programming (PLP) model is usually solved by transformation to a linear programming (LP) model. In the case of convex optimization model the standard simplex method can be used for obtaining results. Stability of solution and sensitivity on changes of initial parameters cannot be tested by the standard method. It does not respect some implicit relationships between variables, which arise from the transformation of PLP model to LP model. The article suggests alternative sensitivity analysis, which respects these relationships. It describes a method for sub-optimal solutions finging and RHS constants components sensitivity analysis. Principles of the suggested method can be also used for cost coefficients sensitivity analysis.

引用

页码：140 / 145

页数：6