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

Behrouz Kheirfam; Kamal mirnia

doi:10.3934/jimo.2008.4.611

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2008, Volume 4, Issue 3: 611-616. Doi: 10.3934/jimo.2008.4.611

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

Behrouz Kheirfam^1, and
Kamal mirnia^2,

1.
Department of Mathematics, Tabriz University Tabriz
2.
Department of Mathematics, Tabriz University, Tabriz, I.R.

Received: August 31, 2007

Revised: February 29, 2008

Published: June 2008

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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.

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Mathematics Subject Classification: 90C05, 90C31.

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