A lagrangian-based special purpose procedure to solve a two-stage single constrained linear fractional programming problem with bounded variables
| Autor: | Peerayuth Charnsethikul, Prapapan Ketsarapong, Suwitchaporn Witchakul |
|---|---|
| Rok vydání: | 2016 |
| Předmět: |
Mathematical optimization
021103 operations research 0211 other engineering and technologies 02 engineering and technology Solver Linear-fractional programming Constraint (information theory) symbols.namesake Fractional programming Lagrangian relaxation Lagrange multiplier Bounded function 0202 electrical engineering electronic engineering information engineering symbols 020201 artificial intelligence & image processing Fraction (mathematics) Mathematics |
| Zdroj: | Journal of Information and Optimization Sciences. 37:471-494 |
| ISSN: | 2169-0103 0252-2667 |
| DOI: | 10.1080/02522667.2016.1187921 |
| Popis: | This paper presents a general two-stage single constrained linear fractional programming problem with bounded variables. The objective function is a fraction of the linear functions and the decision variables are finitely bounded. This model consists of a constraint under right hand side uncertainties. The problem is considerably complex and difficult as the number of uncertain choices is high. A graphical-based method was used sequentially along with interpolations of the corresponding Lagrange Multiplier to solve the problem. Moreover, the special purpose procedure coded as an Excel - macro can increase the efficiency of large size problem-solving whereas the Excel Solver Gurobi cannot handle such a problem. |
| Databáze: | OpenAIRE |
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