## 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 |
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Pages (from-to) | 31-40 |

Number of pages | 10 |

Journal | Computers and Chemical Engineering |

Volume | 60 |

DOIs | |

Publication status | Published - 10 Jan 2014 |

Externally published | Yes |

## Keywords

- Left-hand-side
- Linear program
- LP
- Parametric programming
- Uncertainty