Please use this identifier to cite or link to this item:
https://scholarbank.nus.edu.sg/handle/10635/89720
Title: | Parametric optimization with uncertainty on the left hand side of linear programs | Authors: | Khalilpour, R. Karimi, I.A. |
Keywords: | Left-hand-side Linear program LP Parametric programming Uncertainty |
Issue Date: | 2014 | Citation: | Khalilpour, R., Karimi, I.A. (2014). Parametric optimization with uncertainty on the left hand side of linear programs. Computers and Chemical Engineering 60 : 31-40. ScholarBank@NUS Repository. | Abstract: | Although parametric optimization with uncertainties on the objective function (OF) or on the so-called "right-hand-side" (RHS) of the constraints has been addressed successfully in recent papers, very little work exists on the same with uncertainties on the left-hand-side (LHS) of the constraints or in the coefficients of the constraint matrix. The goal of this work has been to develop a systematic method to solve such parametric optimization problems. This is a very complex problem and we have begun with the simplest of optimization problems, namely the linear programming problem with a single parameter on the LHS. This study reviews the available work on parametric optimization, describes the challenges and issues specific to LHS parametric linear programming (LHS-pLP), and presents a solution algorithm using some classic results from matrix algebra. © 2013 Elsevier Ltd. | Source Title: | Computers and Chemical Engineering | URI: | http://scholarbank.nus.edu.sg/handle/10635/89720 | ISSN: | 00981354 |
Appears in Collections: | Staff Publications |
Show full item record
Files in This Item:
There are no files associated with this item.
Google ScholarTM
Check
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.