Multiparametric sensitivity analysis in programming problem with linear-plus-linear fractional objective function [An article from: European Journal of Operational Research]

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Description:
In this paper, we study multiparametric sensitivity analysis for programming problems with linear-plus-linear fractional objective function using the concept of maximum volume in the tolerance region. We construct critical regions for simultaneous and independent perturbations in the objective function coefficients and in the right-hand-side vector of the given problem. Necessary and sufficient conditions are derived to classify perturbation parameters as `focal' and `non-focal'. Non-focal parameters can have unlimited variations, because of their low sensitivity in practice, these parameters can be deleted from the analysis. For focal parameters, a maximum volume tolerance region is characterized. Theoretical results are illustrated with the help of a numerical example.