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A construction method in parametric programming

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Abstract

We consider a linear programming problem, with two parameters in the objective function, and present an algorithm for finding the decomposition of the parameter space into maximal polyhedral areas in which particular basic solutions are optimal. Special attention is paid to fill up areas of degenerate solutions.

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Klein Haneveld, W.K., van der Meer, C.L.J. & Peters, R.J. A construction method in parametric programming. Mathematical Programming 16, 21–36 (1979). https://doi.org/10.1007/BF01582092

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  • DOI: https://doi.org/10.1007/BF01582092

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