Comments on ''Generalized support set invariancy sensitivity analysis in linear optimization''

Pages: 611 - 616, Volume 4, Issue 3, August 2008

doi:10.3934/jimo.2008.4.611       Abstract        Full Text (109.8K)       Related Articles

Behrouz Kheirfam - Department of Mathematics, Tabriz University Tabriz, I.R., Iran (email)
Kamal mirnia - Department of Mathematics, Tabriz University, Tabriz, I.R., Iran (email)

Abstract: Ghaffari-Hadigheh and Terlaky's methodology for finding support set invariancy sensitivity analysis intervals for general form linear optimization problems needs another condition to correctly identifying those intervals. This condition is complementarity condition. We show that this nonlinear complementarity condition can be eliminated by an extra assumption and the auxiliary problems become linear.

Keywords:  Parametric optimization, sensitivity analysis, interior point method, optimal partition, support set invariancy.
Mathematics Subject Classification:  90C05, 90C31.

Received: September 2007;      Revised: March 2008;      Published: July 2008.