Sensitivity Analysis in Linear Fractional Programming with Optimality Condition

Ladji Kané^1, , Moussa Konaté¹, Moumouni Diallo¹ and Lassina Diabaté¹

¹Department of Applied Mathematics, Faculté des Sciences Economiques et de Gestion, Bamako, Mali

Cite this paper:
Ladji Kané, Moussa Konaté, Moumouni Diallo and Lassina Diabaté. Sensitivity Analysis in Linear Fractional Programming with Optimality Condition. American Journal of Modeling and Optimization. 2020; 8(1):7-14. doi: 10.12691/ajmo-8-1-2

Abstract

In this paper, an overview of theoretical and methodological issues in simplex method-based sensitivity analysis is proposed. The paper focuses somewhat on developing shortcut methods to perform Linear Fractional Programming (LFP) sensitivity analysis manually and in particular changes in the parameter of the LFP model. Shortcut methods for conducting sensitivity analysis have been suggested. Simple examples are given to illustrate this proposed method.

Keywords:
LFP model sensitivity analysis simplex

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