论文标题

线性优化中诱导的最佳分区不变:约束扰动

Induced optimal partition invariancy in linear optimization: constraints perturbation

论文作者

Mehanfar, Nayyer, Ghaffari-Hadigheh, Alireza

论文摘要

在本文中,我们研究了Uni-Parametric线性优化问题,其中右手侧和左侧约束的左侧与相同的参数线性扰动。 除了变更点的概念外,还引入了诱导的最佳分区,并研究了其与众所周知的最佳分区的关系。此外,描述了每个不这样间隔中自由变量的概念。提供了一种修改的广义计算方法,具有识别引起的最佳分区不变的参数值的间隔。最佳值函数的行为在其域中描述。一些具体的例子描述了结果。我们进一步实施了一些测试问题的方法,以观察其在大规模问题上的行为。

In this paper, we study uni-parametric linear optimization problems, in which simultaneously the right-hand-side and the left-hand-side of constraints are linearly perturbed with identical parameter. In addition to the concept of change point, the induced optimal partition is introduced, and its relation to the well-known optimal partition is investigated. Further, the concept of free variables in each invariancy intervals is described. A modified generalized computational method is provided with the capability of identifying the intervals for the parameter value where induced optimal partitions are invariant. The behavior of the optimal value function is described in its domain. Some concrete examples depict the results. We further implement the methodology on some test problems to observe its behavior on large scale problems.

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