화학공학소재연구정보센터
AIChE Journal, Vol.63, No.9, 3871-3895, 2017
Multi-Parametric Linear Programming Under Global Uncertainty
Multi-parametric programming has proven to be an invaluable tool for optimisation under uncertainty. Despite the theoretical developments in this area, the ability to handle uncertain parameters on the left-hand side remains limited and as a result, hybrid, or approximate solution strategies have been proposed in the literature. In this work, a new algorithm is introduced for the exact solution of multi-parametric linear programming problems with simultaneous variations in the objective function's coefficients, the right-hand side and the left-hand side of the constraints. The proposed methodology is based on the analytical solution of the system of equations derived from the first order Karush-Kuhn-Tucker conditions for general linear programming problems using symbolic manipulation. Emphasis is given on the ability of the proposed methodology to handle efficiently the LHS uncertainty by computing exactly the corresponding nonconvex critical regions while numerical studies underline further the advantages of the proposed methodology, when compared to existing algorithms. (C) 2017 The Authors AIChE Journal published by Wiley Periodicals, Inc. on behalf of American Institute of Chemical Engineers.