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线性分式规划技术系数变化的灵敏度分析
引用本文:薛声家.线性分式规划技术系数变化的灵敏度分析[J].暨南大学学报,2008,29(1):43-47.
作者姓名:薛声家
作者单位:暨南大学企业管理系,广东,广州,510632
基金项目:国家"211"工程建设项目
摘    要:基于求解非线性规划的凸单纯形法,对线性分式规划技术系数变化进行灵敏度分析.求出使最优基保持最优的单个技术系数的可变范围,并讨论了多个技术系数同时发生变化的情况.最后给出应用例子.

关 键 词:线性分式规划  技术系数  灵敏度分析  既约梯度  凸单纯形法
文章编号:1000-9965(2008)01-0043-05
收稿时间:2007-09-07
修稿时间:2007年9月7日

Sensitivity analysis of linear frational programming under changes in technical coefficients
XUE Sheng-jia.Sensitivity analysis of linear frational programming under changes in technical coefficients[J].Journal of Jinan University(Natural Science & Medicine Edition),2008,29(1):43-47.
Authors:XUE Sheng-jia
Abstract:Based on the convex simplex method for nonlinear programming, sensitivity analysis to changes in technical coefficients of linear fractional programming is presented. The variable range of single technical coefficient for which the optimal basis remain optimal is determined, and the case when several technical coefficients changing simultaneously is discussed. Finally, an applied example is also given.
Keywords:linear fractional programming  technical coefficient  sensitivity analysis  reduced gradient  convex simplex method
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