IDEAS home Printed from https://ideas.repec.org/a/spr/joptap/v167y2015i2d10.1007_s10957-015-0709-9.html
   My bibliography  Save this article

Stability Analysis in Discrete Optimization Involving Generalized Addition Operations

Author

Listed:
  • Vyacheslav V. Chistyakov

    (National Research University Higher School of Economics)

  • Panos M. Pardalos

    (University of Florida)

Abstract

This paper addresses the tolerance approach to the sensitivity analysis of optimal solutions to a nonlinear optimization problem of the form: minimize the total cost of a trajectory over all admissible discrete trajectories, where the total cost is expressed through individual costs by means of a generalized addition operation on the set of all non-negative or positive reals. We evaluate and present sharp estimates for upper and lower bounds of costs, for which an optimal solution to the above problem remains stable. These bounds present new results in the sensitivity analysis, as well as extend in a unified way most known results. We define an invariant of the optimization problem—the tolerance function, which is independent of optimal solutions, and establish its basic properties, among which are a characterization of the set of all optimal solutions, the uniqueness of an optimal solution, and extremal values of the tolerance function on an optimal solution.

Suggested Citation

  • Vyacheslav V. Chistyakov & Panos M. Pardalos, 2015. "Stability Analysis in Discrete Optimization Involving Generalized Addition Operations," Journal of Optimization Theory and Applications, Springer, vol. 167(2), pages 585-616, November.
    • Handle: RePEc:spr:joptap:v:167:y:2015:i:2:d:10.1007_s10957-015-0709-9
    DOI: 10.1007/s10957-015-0709-9
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10957-015-0709-9
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s10957-015-0709-9?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Vyacheslav Chistyakov & Boris Goldengorin & Panos Pardalos, 2012. "Extremal values of global tolerances in combinatorial optimization with an additive objective function," Journal of Global Optimization, Springer, vol. 53(3), pages 475-495, July.
    2. N. Ravi & Richard E. Wendell, 1989. "The Tolerance Approach to Sensitivity Analysis of Matrix Coefficients in Linear Programming," Management Science, INFORMS, vol. 35(9), pages 1106-1119, September.
    3. Turkensteen, Marcel & Ghosh, Diptesh & Goldengorin, Boris & Sierksma, Gerard, 2008. "Tolerance-based Branch and Bound algorithms for the ATSP," European Journal of Operational Research, Elsevier, vol. 189(3), pages 775-788, September.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Almoustafa, Samira & Hanafi, Said & Mladenović, Nenad, 2013. "New exact method for large asymmetric distance-constrained vehicle routing problem," European Journal of Operational Research, Elsevier, vol. 226(3), pages 386-394.
    2. Marmol, A. M. & Puerto, J., 1997. "Special cases of the tolerance approach in multiobjective linear programming," European Journal of Operational Research, Elsevier, vol. 98(3), pages 610-616, May.
    3. Pereira Borges, Ana Rosa & Henggeler Antunes, Carlos, 2002. "A visual interactive tolerance approach to sensitivity analysis in MOLP," European Journal of Operational Research, Elsevier, vol. 142(2), pages 357-381, October.
    4. Castro de Andrade, Rafael, 2016. "New formulations for the elementary shortest-path problem visiting a given set of nodes," European Journal of Operational Research, Elsevier, vol. 254(3), pages 755-768.
    5. Jamal Ouenniche & Prasanna K. Ramaswamy & Michel Gendreau, 2017. "A dual local search framework for combinatorial optimization problems with TSP application," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(11), pages 1377-1398, November.
    6. Singh, Sanjeet & Gupta, Pankaj & Bhatia, Davinder, 2005. "Multiparametric sensitivity analysis in programming problem with linear-plus-linear fractional objective function," European Journal of Operational Research, Elsevier, vol. 160(1), pages 232-241, January.
    7. Borgonovo, Emanuele & Plischke, Elmar, 2016. "Sensitivity analysis: A review of recent advances," European Journal of Operational Research, Elsevier, vol. 248(3), pages 869-887.
    8. Harvey J. Greenberg, 1999. "Matrix Sensitivity Analysis from an Interior Solution of a Linear Program," INFORMS Journal on Computing, INFORMS, vol. 11(3), pages 316-327, August.
    9. Borgonovo, Emanuele & Buzzard, Gregery T. & Wendell, Richard E., 2018. "A global tolerance approach to sensitivity analysis in linear programming," European Journal of Operational Research, Elsevier, vol. 267(1), pages 321-337.
    10. C. Oliveira & D. Coelho & C. H. Antunes, 2016. "Coupling input–output analysis with multiobjective linear programming models for the study of economy–energy–environment–social (E3S) trade-offs: a review," Annals of Operations Research, Springer, vol. 247(2), pages 471-502, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:joptap:v:167:y:2015:i:2:d:10.1007_s10957-015-0709-9. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.