A procedure for one-parametric linear programming |
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Authors: | Hannu Väliaho |
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Affiliation: | (1) Department of Mathematics, University of Helsinki, Helsinki, Finland |
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Abstract: | A procedure is proposed for the parametric linear programming problem where all the coefficients are linear or polynomial functions of a scalar parameter. The solution vector and the optimum value are determined explicitly as rational functions of the parameter. In addition to standard linear programming technique, only the determination of eigenvalues is required. The procedure is compared to those by Dinkelbach and Zsigmond, and a numerical example is given. |
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Keywords: | Linear programming parametric linear programming pivotal operation |
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