Parametric optimization with uncertainty on the left hand side of linear programs

Rajab Khalilpour; I. A. Karimi

doi:10.1016/j.compchemeng.2013.08.005

Parametric optimization with uncertainty on the left hand side of linear programs

Research output: Contribution to journal › Article › Research › peer-review

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.

Original language	English
Pages (from-to)	31-40
Number of pages	10
Journal	Computers and Chemical Engineering
Volume	60
DOIs	https://doi.org/10.1016/j.compchemeng.2013.08.005
Publication status	Published - 10 Jan 2014
Externally published	Yes

Keywords

Left-hand-side
Linear program
LP
Parametric programming
Uncertainty

Cite this

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. https://doi.org/10.1016/j.compchemeng.2013.08.005

Khalilpour, Rajab ; Karimi, I. A. / Parametric optimization with uncertainty on the left hand side of linear programs. In: Computers and Chemical Engineering. 2014 ; Vol. 60. pp. 31-40.

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Khalilpour, R & Karimi, IA 2014, 'Parametric optimization with uncertainty on the left hand side of linear programs' Computers and Chemical Engineering, vol. 60, pp. 31-40. https://doi.org/10.1016/j.compchemeng.2013.08.005

Parametric optimization with uncertainty on the left hand side of linear programs. / Khalilpour, Rajab; Karimi, I. A.

In: Computers and Chemical Engineering, Vol. 60, 10.01.2014, p. 31-40.

Research output: Contribution to journal › Article › Research › peer-review

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