Sensitivity Analysis of Grey Linear Programming for Optimisation Problems

• Autorzy: Davood Darvishi , Farid Pourofoghi , Jeffrey Yi-Lin Forrest
• Języki publikacji: EN

Abstrakty

EN

Sensitivity analysis of parameters is usually more important than the optimal solution when it comes to linear programming. Nevertheless, in the analysis of traditional sensitivities for a coefficient, a range of changes is found to maintain the optimal solution. These changes can be functional constraints in the coefficients, such as good values or technical coefficients, of the objective function. When real-world problems are highly inaccurate due to limited data and limited information, the method of grey systems is used to perform the needed optimisation. Several algorithms for solving grey linear programming have been developed to entertain involved inaccuracies in the model parameters; these methods are complex and require much computational time. In this paper, the sensitivity of a series of grey linear programming problems is analysed by using the definitions and operators of grey numbers. Also, uncertainties in parameters are preserved in the solutions obtained from the sensitivity analysis. To evaluate the efficiency and importance of the developed method, an applied numerical example is solved. (original abstract)

Słowa kluczowe

EN

Uncertainty; Sensitivity analysis; Linear programming

PL

Niepewność; Analiza wrażliwości; Programowanie liniowe

• Czasopismo: Operations Research and Decisions
• Rocznik: 2021
• Tom: 31
• Numer: nr 4
• Strony: 35--52

Twórcy

autor

Davood Darvishi

• Payame Noor University, Tehran, Iran

autor

Farid Pourofoghi

• Payame Noor University, Tehran, Iran

autor

Jeffrey Yi-Lin Forrest

• Slippery Rock University, Slippery Rock, USA

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Identyfikatory

DOI

10.37190/ord210402