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| Volume 4, Number 3, September 2008, pp. 629-640 | |||||||||
| J. Saffar Ardabili and K. Mirnia | |||||||||
| Key words: | |||||||||
| bi-parametric optimization, sensitivity analysis, linear optimization, interior point method, support set invariancy sensitivity analysis, invariancy region | |||||||||
| Mathematices Subject Classification: 90C05-90C31 | |||||||||
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| Abstract: | |||
| In bi-parametric linear optimization (LO), perturbation occurs in both the right hand side (RHS) and objective function coefficient (OFC) data that are different nonzero parameters. In this paper, the bi-parametric LO problem is considered, and we want to find the region of the parameters variation where the perturbed problem has still an optimal solution with the same positive variables for parameters values.This problem comes from managerial requirements. Managers want to find the region of the parameters that keeps the installed production lines active while only production levels would change. We are interested in identifying the regions where the support set is invariant for LO problem. These regions are referred to as invariancy regions. It is proved that invariancy regions are mesh-like area and are separated by vertical and horizontal lines. We present computable LO problems to identify the associated support set regions for LO problem. | |||
| Bi-parametric support set sensitivity analysis for perturbed linear optimization | ||