Parametric Analysis in Linear Fractional Programming

Published Online:https://doi.org/10.1287/opre.34.6.930

We consider the parametric analysis for a linear fractional programming problem with a scalar parameter in the right-hand side of the restrictions. A method we develop determines the optimal value of the objective function as well as the optimal solution of the parametric problem. The method is based on a parametric analysis of a linear auxiliary program. This analysis provides the decision maker with additional parametric information not provided by previous methods.

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