Postoptimal analysis in the coefficients matrix of piecewise linear fractional programming problems with non-degenerate optimal solution

Abstract

In this paper, we discuss how changes in the coefficients matrix of piecewise linear fractional programming problems affect the non-degenerate optimal solution. We consider separate cases when changes occur in the coefficients of the basic and non-basic variables and derive bounds for each perturbation, while the optimal solution is invariant. We explain that this analysis is a generalization of the sensitivity analysis for $LP$, $LFP$ and $PLP$. Finally, the results are described by some numerical examples.