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

Rajab Khalilpour, I. A. Karimi

Research output: Contribution to journalArticleResearchpeer-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 languageEnglish
Pages (from-to)31-40
Number of pages10
JournalComputers and Chemical Engineering
Volume60
DOIs
Publication statusPublished - 10 Jan 2014
Externally publishedYes

Keywords

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

Cite this

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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 journalArticleResearchpeer-review

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