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Bi-parametric linear programming right-hand side case / Penon Noreen U. Pacatang

By: Material type: TextTextLanguage: English Publication details: 2002Description: 19 leavesSubject(s): Dissertation note: Thesis (BS Applied Mathematics) -- University of the Philippines Mindanao, 2002 Abstract: This paper presents an algorithm for solving bi-parametric linear programming with variations in the right-hand side. The algorithm determines in terms of the parameters values associated with the optimal basis of the bi-parametric linear programming with variation in the right-hand side. The bi-parametric linear programming is formulated as a linear programming problem having right side resources involving two parameters. This simplex method and dual simplex method were used to obtain the optimal solution of the linear program. The parameterized optimal solutions were obtained from the feasibility condition of the optimal solution expressed in terms of parameters. To cover or exhaust the whole parameter space, a technique of enumerating and listing all the neighbors of the optimal basis was developed. This approach to the bi-parametric linear programming is summarized as an algorithm. Finally, a simple example was given to illustrate the approach.
List(s) this item appears in: BS Applied Mathematics
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University Library Theses Room-Use Only LG993.5 2002 A64 P33 (Browse shelf(Opens below)) Not For Loan 3UPML00010952
University Library Archives and Records Preservation Copy LG993.5 2002 A64 P33 (Browse shelf(Opens below)) Not For Loan 3UPML00020932

Thesis (BS Applied Mathematics) -- University of the Philippines Mindanao, 2002

This paper presents an algorithm for solving bi-parametric linear programming with variations in the right-hand side. The algorithm determines in terms of the parameters values associated with the optimal basis of the bi-parametric linear programming with variation in the right-hand side. The bi-parametric linear programming is formulated as a linear programming problem having right side resources involving two parameters. This simplex method and dual simplex method were used to obtain the optimal solution of the linear program. The parameterized optimal solutions were obtained from the feasibility condition of the optimal solution expressed in terms of parameters. To cover or exhaust the whole parameter space, a technique of enumerating and listing all the neighbors of the optimal basis was developed. This approach to the bi-parametric linear programming is summarized as an algorithm. Finally, a simple example was given to illustrate the approach.

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