Approximate multiparametric sensitivity analysis of the constraint matrix in linear-plus-linear fractional programming problem (Q849776): Difference between revisions

The authors consider a linear-plus-linear fractional programming problem and presents an approximate parametric sensitivity analysis on it. The approximation is based on the approximate inverse of the perturbed matrix. Perturbation is quite general and may depend on several parameters. Parameters are classified as focal and nonfocal. The latter can be excluded from the analysis resulting in the reduction of the parameter space. For the focal parameters an approximate tolerance region is provided. The described method is illustrated by a numerical example.