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Article Contents

# Multi-parametric sensitivity analysis in piecewise linear fractional programming

• In this paper, we study multi-parametric sensitivity analysis for programming problems with the piecewise linear fractional objective function in the tolerance region. We construct critical regions for simultaneous and independent perturbations in the objective function coefficients and in the right-hand-side vector of the given problem. Necessary and sufficient conditions are derived to classify perturbation parameters as 'focal' and 'non-focal'. Non-focal parameters can be deleted from the analysis, because of their low sensitivity in practice. Theoretical results are illustrated with the help of a numerical example.
Mathematics Subject Classification: Primary: 90C31; Secondary: 90C32.

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