On Rohn's relative sensitivity coefficient of the optimal value for a linear-fractional program

Ţigan, Ştefan Iulius, Ştefan Iulius, and Stancu-Minasian, Ioan M.. "On Rohn's relative sensitivity coefficient of the optimal value for a linear-fractional program." Mathematica Bohemica 125.2 (2000): 227-234. <http://eudml.org/doc/248673>.

@article{Ţigan2000,
abstract = {In this note we consider a linear-fractional programming problem with equality linear constraints. Following Rohn, we define a generalized relative sensitivity coefficient measuring the sensitivity of the optimal value for a linear program and a linear-fractional minimization problem with respect to the perturbations in the problem data. By using an extension of Rohn's result for the linear programming case, we obtain, via Charnes-Cooper variable change, the relative sensitivity coefficient for the linear-fractional problem. This coefficient involves only the measure of data perturbation, the optimal solution for the initial linear-fractional problem and the optimal solution of the dual problem of linear programming equivalent to the initial fractional problem.},
author = {Ţigan, Ştefan Iulius, Ştefan Iulius, Stancu-Minasian, Ioan M.},
journal = {Mathematica Bohemica},
keywords = {linear-fractional programming; generalized relative sensitivity coefficient; linear-fractional programming; generalized relative sensitivity coefficient},
language = {eng},
number = {2},
pages = {227-234},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {On Rohn's relative sensitivity coefficient of the optimal value for a linear-fractional program},
url = {http://eudml.org/doc/248673},
volume = {125},
year = {2000},
}

TY - JOUR
AU - Ţigan, Ştefan Iulius, Ştefan Iulius
AU - Stancu-Minasian, Ioan M.
TI - On Rohn's relative sensitivity coefficient of the optimal value for a linear-fractional program
JO - Mathematica Bohemica
PY - 2000
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 125
IS - 2
SP - 227
EP - 234
AB - In this note we consider a linear-fractional programming problem with equality linear constraints. Following Rohn, we define a generalized relative sensitivity coefficient measuring the sensitivity of the optimal value for a linear program and a linear-fractional minimization problem with respect to the perturbations in the problem data. By using an extension of Rohn's result for the linear programming case, we obtain, via Charnes-Cooper variable change, the relative sensitivity coefficient for the linear-fractional problem. This coefficient involves only the measure of data perturbation, the optimal solution for the initial linear-fractional problem and the optimal solution of the dual problem of linear programming equivalent to the initial fractional problem.
LA - eng
KW - linear-fractional programming; generalized relative sensitivity coefficient; linear-fractional programming; generalized relative sensitivity coefficient
UR - http://eudml.org/doc/248673
ER -