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Multi‐parametric linear programming under global uncertainty
- Source :
- AIChE Journal. 63:3871-3895
- Publication Year :
- 2017
- Publisher :
- Wiley, 2017.
-
Abstract
- Multi-parametric programming has proven to be an invaluable tool for optimisation under uncertainty. Despite the theoretical developments in this area, the ability to handle uncertain parameters on the left-hand side remains limited and as a result, hybrid, or approximate solution strategies have been proposed in the literature. In this work, a new algorithm is introduced for the exact solution of multi-parametric linear programming problems with simultaneous variations in the objective function's coefficients, the right-hand side and the left-hand side of the constraints. The proposed methodology is based on the analytical solution of the system of equations derived from the first order Karush–Kuhn–Tucker conditions for general linear programming problems using symbolic manipulation. Emphasis is given on the ability of the proposed methodology to handle efficiently the LHS uncertainty by computing exactly the corresponding nonconvex critical regions while numerical studies underline further the advantages of the proposed methodology, when compared to existing algorithms.
- Subjects :
- Work (thermodynamics)
Mathematical optimization
021103 operations research
Environmental Engineering
Multi parametric
Operations research
Linear programming
General Chemical Engineering
Emphasis (telecommunications)
0211 other engineering and technologies
02 engineering and technology
Symbolic computation
System of linear equations
Exact solutions in general relativity
020401 chemical engineering
Critical regions
0204 chemical engineering
Biotechnology
Mathematics
Subjects
Details
- ISSN :
- 15475905 and 00011541
- Volume :
- 63
- Database :
- OpenAIRE
- Journal :
- AIChE Journal
- Accession number :
- edsair.doi...........dbaf85e46f9b3260cb6d2b7291ddd647