Local smooth representation of solution sets in parametric linear fractional programming problems

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March 2019, 9(1): 45-52. doi: 10.3934/naco.2019004

Local smooth representation of solution sets in parametric linear fractional programming problems

Rui Qian ^1, , Rong Hu ^2, and Ya-Ping Fang ^3,,

1.	Department of Mathematics, Sichuan University, Chengdu 610065, P. R. China
2.	Department of Applied Mathematics, Chengdu University of Information Technology, Chengdu 610225, P. R. China
3.	Department of Mathematics, Sichuan University, Chengdu 610065, P. R. China

* Corresponding author: Y. P. Fang

Received November 2017 Revised May 2018 Published October 2018

Fund Project: This work was partially supported by the National Science Foundation of China (No. 11471230)and the Scientific Research Foundation of the Education Department of Sichuan Province (No.16ZA0213)

The purpose of this paper is to investigate the structure of the solution sets in parametric linear fractional programming problems. It is shown that the solution set of a parametric linear fractional programming problem with smooth data has a local smooth representation. As a consequence, the corresponding marginal function is differentiable and the solution map admits a differentiable selection. We also give an example to illustrate the result.

Keywords: Parametric linear fractional programming problem, solution set, sensitivity analysis, smooth representation, polyhedral convex set.

Mathematics Subject Classification: Primary: 90C31, 90C32.

Citation: Rui Qian, Rong Hu, Ya-Ping Fang. Local smooth representation of solution sets in parametric linear fractional programming problems. Numerical Algebra, Control & Optimization, 2019, 9 (1) : 45-52. doi: 10.3934/naco.2019004

References:

[1]	E. B. Bajalinov, Linear Fractional Programming: Theory, Methods, Applications and Software, Kluwer Acad. Publ., Boston, 2003.Google Scholar
[2]	J. F. Bonnans and A. Shapiro, Perturbation Analysis of Optimization Problems, Springer-Verlag, New York, 2000. doi: 10.1007/978-1-4612-1394-9. Google Scholar
[3]	A. Cambini, S. Schaible and C. Sodini, Parametric linear fractional programming for an unbounded feasible region, J. Global Optim., 3 (1993), 157-169. doi: 10.1007/BF01096736. Google Scholar
[4]	A. Charnes and W. W. Cooper, Programming with linear fractional functionals, Naval Res. Log., 9 (1962), 181-186. doi: 10.1002/nav.3800090303. Google Scholar
[5]	Y. P. Fang, N. J. Huang and X. Q. Yang, Local smooth representations of parametric semiclosed polyhedra with applications to sensitivity in piecewise linear programs, J. Optim. Theory Appl., 155 (2012), 810-839. doi: 10.1007/s10957-012-0089-3. Google Scholar
[6]	Y. P. Fang, K. W. Meng and X. Q. Yang, Piecewise linear multi-criteria programs: the continuous case and its discontinuous generalization, Oper. Res., 60 (2012), 398-404. doi: 10.1287/opre.1110.1014. Google Scholar
[7]	A. V. Fiacco, Introduction to Sensitivity and Stability Analysis in Nonlinear Programming, Mathematics in Science and Engineering, 165. Academic Press, Inc., Orlando, FL, 1983. Google Scholar
[8]	D. T. Luc, Smooth representation of a parametric polyhedral convex set with application to sensitivity in optimization, Proc. Amer. Math. Soc., 125 (1997), 555-567. doi: 10.1090/S0002-9939-97-03507-7. Google Scholar
[9]	D. T. Luc and P. H. Dien, Differentiable selection of optimal solutions in parametric linear programming, Proc. Amer. Math. Soc., 125 (1997), 883-892. doi: 10.1090/S0002-9939-97-03090-6. Google Scholar
[10]	B. Andrew Martos and V. Whinston, Hyperbolic programming, Naval Res. Logist. Quart., 11 (1960), 135-155. doi: 10.1002/nav.3800110204. Google Scholar
[11]	R. T. Rockafellar, Convex Analysis, Princeton Univ. Press, Princeton, 1970. Google Scholar
[12]	K. Swarup, Linear fractional functionals programming, Oper. Res., 13 (1965), 1029-1036. Google Scholar
[13]	L. V. Thuan and D. T. Luc, On sensitivity in linear multiobjective programming, J. Optim. Theory Appl., 107 (2000), 615-626. doi: 10.1023/A:1026455401079. Google Scholar
[14]	H. Wolf, A parametric method for solving the linear fracional programming problem, Oper. Res., 33 (1985), 835-841. doi: 10.1287/opre.33.4.835. Google Scholar
[15]	H. Wolf, Parametric analysis in linear fractional programming, Oper. Res., 34 (1986), 930-937. doi: 10.1287/opre.34.6.930. Google Scholar
[16]	S. J. Xue, Determining the optimal solution set for linear fractional programming, J. Syst. Eng. Electron., 13 (2002), 40-45. Google Scholar
[17]	S. J. Xue, A way to find the set of optimal solutions in linear fractional programming, Comm. Appl. Math Comput., 16 (2002), 90-96. Google Scholar
[18]	X. Q. Yang and N. D. Yen, Structure and weak sharp minimum of the Pareto solution set for piecewise linear multiobjective optimization, J. Optim. Theory Appl., 147 (2010), 113-124. doi: 10.1007/s10957-010-9710-5. Google Scholar
[19]	X. Y. Zheng and X. Q. Yang, The structure of weak Pareto solution sets in piecewise linear multiobjective optimization in normed spaces, Sci. China Ser. A, 51 (2008), 1243-1256. doi: 10.1007/s11425-008-0021-3. Google Scholar

show all references

References:

[1]	E. B. Bajalinov, Linear Fractional Programming: Theory, Methods, Applications and Software, Kluwer Acad. Publ., Boston, 2003.Google Scholar
[2]	J. F. Bonnans and A. Shapiro, Perturbation Analysis of Optimization Problems, Springer-Verlag, New York, 2000. doi: 10.1007/978-1-4612-1394-9. Google Scholar
[3]	A. Cambini, S. Schaible and C. Sodini, Parametric linear fractional programming for an unbounded feasible region, J. Global Optim., 3 (1993), 157-169. doi: 10.1007/BF01096736. Google Scholar
[4]	A. Charnes and W. W. Cooper, Programming with linear fractional functionals, Naval Res. Log., 9 (1962), 181-186. doi: 10.1002/nav.3800090303. Google Scholar
[5]	Y. P. Fang, N. J. Huang and X. Q. Yang, Local smooth representations of parametric semiclosed polyhedra with applications to sensitivity in piecewise linear programs, J. Optim. Theory Appl., 155 (2012), 810-839. doi: 10.1007/s10957-012-0089-3. Google Scholar
[6]	Y. P. Fang, K. W. Meng and X. Q. Yang, Piecewise linear multi-criteria programs: the continuous case and its discontinuous generalization, Oper. Res., 60 (2012), 398-404. doi: 10.1287/opre.1110.1014. Google Scholar
[7]	A. V. Fiacco, Introduction to Sensitivity and Stability Analysis in Nonlinear Programming, Mathematics in Science and Engineering, 165. Academic Press, Inc., Orlando, FL, 1983. Google Scholar
[8]	D. T. Luc, Smooth representation of a parametric polyhedral convex set with application to sensitivity in optimization, Proc. Amer. Math. Soc., 125 (1997), 555-567. doi: 10.1090/S0002-9939-97-03507-7. Google Scholar
[9]	D. T. Luc and P. H. Dien, Differentiable selection of optimal solutions in parametric linear programming, Proc. Amer. Math. Soc., 125 (1997), 883-892. doi: 10.1090/S0002-9939-97-03090-6. Google Scholar
[10]	B. Andrew Martos and V. Whinston, Hyperbolic programming, Naval Res. Logist. Quart., 11 (1960), 135-155. doi: 10.1002/nav.3800110204. Google Scholar
[11]	R. T. Rockafellar, Convex Analysis, Princeton Univ. Press, Princeton, 1970. Google Scholar
[12]	K. Swarup, Linear fractional functionals programming, Oper. Res., 13 (1965), 1029-1036. Google Scholar
[13]	L. V. Thuan and D. T. Luc, On sensitivity in linear multiobjective programming, J. Optim. Theory Appl., 107 (2000), 615-626. doi: 10.1023/A:1026455401079. Google Scholar
[14]	H. Wolf, A parametric method for solving the linear fracional programming problem, Oper. Res., 33 (1985), 835-841. doi: 10.1287/opre.33.4.835. Google Scholar
[15]	H. Wolf, Parametric analysis in linear fractional programming, Oper. Res., 34 (1986), 930-937. doi: 10.1287/opre.34.6.930. Google Scholar
[16]	S. J. Xue, Determining the optimal solution set for linear fractional programming, J. Syst. Eng. Electron., 13 (2002), 40-45. Google Scholar
[17]	S. J. Xue, A way to find the set of optimal solutions in linear fractional programming, Comm. Appl. Math Comput., 16 (2002), 90-96. Google Scholar
[18]	X. Q. Yang and N. D. Yen, Structure and weak sharp minimum of the Pareto solution set for piecewise linear multiobjective optimization, J. Optim. Theory Appl., 147 (2010), 113-124. doi: 10.1007/s10957-010-9710-5. Google Scholar
[19]	X. Y. Zheng and X. Q. Yang, The structure of weak Pareto solution sets in piecewise linear multiobjective optimization in normed spaces, Sci. China Ser. A, 51 (2008), 1243-1256. doi: 10.1007/s11425-008-0021-3. Google Scholar

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