Positive Sensitivity Analysis In Linear Programming With Bounded Variables

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1 SOR lltn Vlm 6 m 4 Dm 007 pp -6 ISS08-860X ISS Pt Sntty naly In Lna Pgammng Wt ndd Vaal Kalpana Daya and Vanta Vma Dpatmnt f atmat Pana Unty Candga-6004 Inda -mal: alpana_mat@yan _ma@yam tat pnt pap d pt ntty analy PS n lna pgammng t ndd aal Pt ntty analy a ntty analy mtd f lna pgammng tat fnd t ang f ptatn tn t mpnnt f a gn ptmal ltn a ttly tn t nd man ttly tn nd and a at t l and pp nd man at l and pp nd ptly It man adantag tat t applal t t an ptmal a and nn-a ptmal ltn In t pap amn t ang f PS a adng t t ptmal ltn d f PS and d t latnp tn t ang f PS ng dffnt ptmal ltn W al d t latnp tn PS and ntty analy ng ptmal a and t latnp tn PS and ntty analy ng t ptmal pattn W tat t ntty analy ng ptmal pattn a pal a f PS In d t tdy t latnp and t ppt m lt n dalty a n dd and tn f ttly mplmntay ltn a n tald f lna pgammng t ndd aal Kyd: Lna pgammng t ndd aal ntty analy ptmal pattn ntty analy ttly mplmntay ltn Intdtn mt f lna pgammng a naday ll tald and lna pgammng dly aptd a a fl tl n Opatn Ra and anagmnt Sn lag nm f mpan a ng t ay f mdlng t l a nd f patal plm pplatn nld tanptatn plm pdtn plannng ntmnt dn plm lndng plm latn and allatn plm amng many t lna pgammng plm nt f lna latnp tn dn aal aal pnd t t dn t mad lna t fntn pfd a t mamzd g pft mnmzd g t pl dn aal a ttd t a tan aa y a ntant and t nd n t dn aal In mt f t a f lng t lna pgammng plm t -alld Smpl mtd d mtd d t Dantzg 95 a n mplmntd n a lag aty f d a flly d n pat t lng aft t platn f Dantzg pmal mpl mtd t dal n dlpd y Lm 954 It a lng n nn tat t dal mpl algtm a tt altnat t t pmal mpl algtm f lng tan typ f lna pgammng plm dal mpl mtd f lna pgammng t

2 ndd aal a n n dlpd y Wagn 958 ft tdd y a 00a 00 In 984 Kama ppd pt algtm f lna pgammng d t a plynmal tm algtm ga t mpl t an nm amnt f a n nt pnt mtd nt mptant tp n t fld f lna pgammng dalty ty atd t y lna pgammng t alay t ant lna pgammng plm ad pn t am data and ang t am ltn gnal plm alld t pmal plm l t aatd n alld t dal plm dal plm a fmlatd y mann ty 976 f lna pgammng t nn-ngat dn aal Dalty tm pd y D Gal 960 Kn and 956 and Gldman tal 956 t f t paag aalal f lng lna pgammng d nt nly l t lna pgammng plm t al pd t ptn t a f nfmatn n t ntty f t ltn t tan ang n t data fd t a ntty analy ptptmal analy nfmatn an f tmnd mptan n pat paamt al may tmat Qtn f t typ Wat f L a fqntly nntd and mplmntatn f a pf ltn may dfflt Sntty analy a a tl f tanng nfmatn at t ttln and dg f fdm n t plm F ntan n t t f an atty t aalal amnt f angd ftn nd nfmatn at t ttal t f t nt dn altd n d t tan a n ptmal dn f t n tatn In t a ntty analy an appld mtd f ntty analy n mpl mtd ll dlpd n t fndatn f ptmal a t q lttl mptatnal fft mtd a n ntdd n nm pap and tt fa f ampl: Dantzg 96; Gal 979 and a n d n many lna pgammng d H n a f dgnay t may yld nmplt nfmatn d t altnat ptmal a Ean and a 98; Knlmay 984; Jann tal 997 On t t and mt ntpnt mtd pd a ltn ng t an ptmal ltn latly nt t t ptmal fa Sm addtnal mptatn nal t gt an at ptmal a nn-a ltn apa and Zang 99; ta and 99; y and Salzman 994 Int-pnt mtd f lna pgammng t ndd aal a n dlpd y Cat 995 Daya and Vma 005 tdd ntty analy ng ptmal a f t lna pgammng plm t ndd aal H n ntty analy ng an ptmal a annt appld t an ptmal nn a ltn t mtd f ntty analy a n ggtd: pt ntty analyps ntty analy ng ptmal pattn and ε ntty analyang 990; dl and nt 99; Km tal 999; ldm tal 00 ang990 ntdd PS f ptmal ltn nldng ptmal nn a ltn ad n Sng and Pa 988 dfntn f t lna pgammng plm t nn-ngat dn aalpt ntty analy dfnd t fnd t aatt gn tn aal ang a z and ang a pt al n an ptmal ltn man z and pt n t ptd plm ptly dl and nt 99 dlpd a mtd f paamt analy n t gt-and d y ntdng t ptmal pattn nt and ta 996 pntd a paamt analy y gnalzng dl and nt SOR lltn Vlm 6 m 4 Dm 007

3 mtd and Gng000 dlpd a mtd f ntty analy ng t ptmal pattn n t ffnt and gt-and d ang mltanly ang and dl and nt mtd nd an ptmal ltn t ptmal pattn q addtnal mptatn f nt-pnt mtd Km tal 999 dlpd a patal ntty analy mtd ε ntty analy an dtly appld t nt-pnt ltn pdd y nt-pnt mtd Pa tal 004 tdd PS n lna pgammng tat a fl f talng t latnp tn PS and ntty analy ng ptmal a and ng ptmal pattn mtatd t ayn t tdy f t a n dn aal a ndd pp f t pap t pnt m ppt f PS and amn t ang f PS a adng t t ptmal ltn d f PS and tdy t latnp tn t ang f PS ng dffnt ptmal ltn f lna pgammng t ndd aal and nqntly mang f t ppt f PS tdy t latnp PS and t ntty analy mtd Sm dalty lt lant t t tdy a dd n t pnt pap f lna pgammng t ndd aal pap ganzd a fll: n Stn d tn f ttly mplmntay ltn n lna pgammng plm t ndd aal In Stn ntd t typ f ntty analy f lna pgammng t ndd aal and m a lt at t latnp tn PS and t ntty analy mtd a pntd In tn 4 d t latnp tn t ang f PS ng dffnt ptmal ltn and pnt a nay and ffnt ndtn f t ang f PS t nld a pt and ngat al In tn 5 tdy t latnp tn PS ng an ptmal a ltn and ntty analy ng an ptmal a n a gn ptmal a ltn dgnat In tn 6 m nldng ma a gn a lt n lna pgammng t ndd aal Cnd t lna pgammng plm P mn t t 0 n m R ; R ; [ a a L an] m n [ a ] m n a mat and ρ m t t f pp nd n t dn aal t tatn: t mpnnt f t a tty t f J { K n} Gn an nd t f t aal lt dnt t mat f t lmn tat pnd t nd n Smlaly z t dnt t t f z t mpnnt tat pnd t nd n F any t lt dnt t t 4 SOR lltn Vlm 6 m 4 Dm 007

4 mpnnt f Sn an f m t t an m m nn-ngla mat a a L a f Lt { } m L m Lt { J t 0} Ind t f nn a aal a at t l nd Lt { J t } Ind t f nn a aal a at t pp nd y a J S t lmn f an pmtd tat and an t a and 0 n a ltn t gn y y 0 Lt t pndng pattn f t and z y J Dfntn: a m m nn-ngla mat alld a mat ltn y 0 alld t a ltn f t t f a aal t t f nn a aal a at t l nd and t t f nn a aal a at t pp nd plm P an ld y tatng pp nd ttn a ntant t t na t z f t plm On t t and t plm an ld y ng t pp nd mpl tnq tt nang t z f t plm : ty 976; Dantzg 96 a fal ltn an ptmal ltn f P f z 0 z 0 and z 0 Cnd t dal f t plm P a fll: D ma t t 0 and nttd 4 dal a fmlatd y man ty 976 f t lna pgammng plm t nn-ngat aal Dalty tm and mplmntay lan tm pd y Gal 960 Kn and 956 and Gldman and 956 ll t mptant lt an aly tndd t t plm P SOR lltn Vlm 6 m 4 Dm 007 5

5 m Wa Dalty If a fal ltn f P and a fal ltn f D tn m If and a fal ltn f P and D ptly and mly ltn t P and D ptly 6 SOR lltn Vlm 6 m 4 Dm 007 tn and a ptmal m a Dalty m If an ptmal ltn t t pmal P tn t t a fal ltn t t dal D tat and nly f an ptmal ltn t t dal D tn t t a fal ltn t t pmal P tat m 4 Cmplmntay Slan m and a ptmal ltn t P and D ptly ff 0 and 0 n L dng t m 7 f lay 00 t ptmal ltn a mplmntay n t gnal n ty a nt nly mplmntay t t n la t t mplmntay t t la t f any t ptmal ltn a ll W a t fllng lt: Cllay Lt a pa f ptmal ltn f P and D and ant pa f ptmal ltn f P and D tn and Cnd t pmal P and t dal D plm n t tandad fm P mn D ma 0 0 Lt m m t a mat aatd t t ptmal a fal ltn 0 Lt t pndng ptmal ltn f t dal plm If l plm P y ng mpl mtd y tatng pp nd a ntant t al f dal aal a gn y nt alatn pndng t atfal aal and la aal a dd n m If l pmal plm y pp nd mpl tnq ty 976 tn an dtly fnd t al f and fm t ptmal tal f P y ng t fllng latn an aly tald ng t dalty ty: 0 0 [ z ] [ z ] 0 Cnd t lna pgammng plm t nn-ngat aal and t dal

6 plm a fll Pmal mn Dal ma 0 0 dng t Gldman and 956 t t at lat n ptmal ltn pa t pmal and dal ttly mplmntay tat > 0 L n Smlaly f t a f ndd aal t ttly mplmntay ltn n P and D dfnd a tat ptmal ltn pa t P and D atfy > 0 and > 0 L n tn f ltn an aly pd y ng t applatn f fllng tm gn y 956 t a -ymmt mat m 5 lf-dal ytm KW 0 W 0 a a ltn W tat KW W > 0 K a -ymmt mat applatn f m 5 t t fllng -ymmt mat 0 I K I yld a lmn t t 0 tat a t t nttd a t t a a < t a < t a > t ntgat t a n t > 0 and t 0 paatly Lmma Spp t > 0 n t a ptmal t and f t dal plm P and D ptly tat > 0 Pf Sn t > 0 t nn-ngat t t an nmalzd tat t and n t t t tt afftng t aldty f t mgn nqalt a t a n a and a t t tat > 0 SOR lltn Vlm 6 m 4 Dm 007 7

7 and a fal ltn t P and D ptly; a and m tat and a ptmal al and m tat latn > 0 and > 0 fll fm a and a t t an t nmalzd and t t dd and Ung t dfntn f and t a lmma a > 0 and > 0 p t tn f a ttly mplmntay ptmal ltn Lmma Spp t 0 n n f t fllng plt ld: a t lat n f t dal plm a n fal ltn If t mamzatn plm a a fal t tn t t f t fal t nndd and nndd n t t Dally f t mnmzatn plm t plm a a fal t Pf a Spp a fal t f t mamzatn plm tn 0 5 Ung a t t 0 and nn-ngatty f a Fm a 0 fm 6 a < < 8 If pl lt t mnmzatn plm a a fal ltn 0 t and t 9 Fm a t t 0 a Rlatn 9 and 0 tgt mply tat t 0 t laly ntadt 8 and a pd Lt a fal ltn t t mamzatn plm tn l fm a t t SOR lltn Vlm 6 m 4 Dm 007

8 Cnd λ λ f all λ 0 Claly λ 0 Fm and λ λ t nt nfnt ay nt f fal t p t ft atn f Ftm fm 8 > 0 tat λ λ λ an mad atay lag y ng λ lag ng S t nd atn f pd Fnally an mmdat nqn f mplt t pf f Lmma gt t pap am tat P and D a fal Dfntn f t ntty analy mtd F ntty analy n t t ffnt tat ptd y t amnt nd ant lna pgammng plm P and t pndng dal D : P : mn D : ma 0 0 n t R a t tat t lmnt n and t t a z l t f t gt-and d t t lmnt ptd y t amnt γ nd t lna pgammng P γ and t pndng dal D γ : Pγ : mn Dγ : ma γ γ 0 0 m t R t t tat t lmnt n and t t a z Lt t nd t f t a nn-a aal at t l nd and nn-a aal at t pp nd ptly y 0 an ptmal ltn t If alld a pmal-ptmal a l f 0 z SOR lltn Vlm 6 m 4 Dm z an ptmal ltn t D tn alld a dal-ptmal a If t a pmal-ptmal and dal-ptmal a t alld an ptmal a F a pmal-ptmal a lt dnt t fllng ang f : and P

9 0 SOR lltn Vlm 6 m 4 Dm at pnt t ang f tn a pmal-ptmal a an ptmal a f P t tat may t mpty t Smlaly f a dal-ptmal a lt dnt t fllng ang f γ : 0 0 y γ γ at pnt t ang f γ tn a dal-ptmal a an ptmal a f D t tat may al t mpty t tadtnal ntty analy ng an ptmal a alld a ntty analy dfnd a fll: Dfntn a Sntty naly S Lt t nd t f a aal and t nd t f nn-a aal a at t l and pp nd ptly f an ptmal a S ng n a t ffnt t fnd t ang f tn man an ptmal a t P and D Smlaly S ng n a gt-and d t fnd t ang f γ tn man an ptmal a t γ P and γ D y t dfntn f and t ang fnd y S ng n and a pntd a and ptly pfm S nd an ptmal a aatd t an ptmal a ltn In fat S an appld nly t an ptmal a ltn f dfnng pt ntty analy PS m ntatn ntdd F an atay t mpnnt a nn-ngat and a m pp nd ttn n tm lt η η and η dnt t t f nd f aal a fll: } < 0 < { η 0} { η } { η In addtn η η η π alld t ndd pattn f Dfntn Pt Sntty naly PS Lt an ptmal ltn t P PS ng n t fnd t ang f tn t t an

10 SOR lltn Vlm 6 m 4 Dm 007 ptmal ltn t P ndd pattn qal t π Smlaly t PS ng n t fnd t ang f γ tn t t an ptmal ltn t γ P ndd pattn qal t π Gn an ptmal ltn t P t ang f PS ng allatd ng t fllng ang 990: 0 0 { } γ γ η η η pd n Stn t t at lat n pa f ptmal ltn t t P and D ttly mplmntay n nd > 0 a > 0 L Lt η η η pattn π f t nd f aal alld t ptmal pattn f P and D gt t pap π dnt t ptmal pattn f P and D dfntn f ntty analy ng t ptmal pattn a fll: Dfntn Optmal Pattn Sntty naly OS Lt π t ptmal pattn f P and D ntty analy ng t ptmal pattn n t fnd t ang f tn ptmal pattn f P and D qal t π Smlaly t ntty analy ng t ptmal pattn n t fnd t ang f γ tn t ptmal pattn f γ P and γ D qal t π ang f OS allatd ng t fllng R t al 997: 0 0 O O γ γ 6 t tat O and O nld t nday al t ptmal pattn f t ptd plm dff fm π

11 S fa a dfnd t nd f ntty analy f lna pgammng It tal tat f a nn-dgnat ptmal a ltn t P tn t ang f PS ng qal t tat f S H f a dgnat ptmal a ltn t ang f PS may dff fm tat f S a ll dd n Stn 4 In addtn n aly y dfntn tat t ang f PS ng a ttly mplmntay ptmal ltn qal t tat f OS Sn t ang f PS ng an ptmal ltn qal t t ang f ptatn tn t pattn η η η f t nd f aal man naant OS an gadd a a pal a f PS 4 ang f PS ng dffnt ptmal ltn Lt z dnt t ptmal al f t t fntn f P and D l f any ptmal ltn t P lt L dnt t ang f tat z z0 L { z z0 } Jann t al 99 pd tat L f an ptmal a fal ltn t lna pgammng plm t nn-ngat aal lt an aly pd f plm P m 6 Lt an ptmal a ltn t P n L Pf Lt L n an ptmal ltn f P n Cnly lt S t t an ptmal ltn f P tat π π W p tat Lt t nd t f a aal and nn-a aal at t l and pp nd ptly aatd t π π 0 and 0 l Lt η η η Claly and y t tal pmtatn f t mpnnt f an t a a a fal ltn Dfn a a aal f a and nn-a at l and pp nd f pndng nn-a at l and pp nd ptly S a SOR lltn Vlm 6 m 4 Dm 007

12 Hn t lt ny ptmal fal ltn f P atf t fllng lt ll an aly pd n t am ln a dd n Pa tal 004: Lmma F an atay ptmal ltn t P L m 7 Lt and ~ t dffnt ptmal ltn t P If ~ {0} tn ~ m 8 Lt λ λ Cllay Lt λ L and dtnt ptmal ltn t P tat 0 λ n f m λ t < < L ptmal ltn t λ λ L λ λ λ > 0 P tat f m n f {0} tn L If n Cllay a ttly mplmntay ltn tn fnd tat O a O at t ang f OS t nttn f t ang f PS ng ptmal ltn n mnatn lad t a ttly mplmntay ltn m t nd t a n ptd F an atay mat E R t ng a pt ntg lt P E dnt a t f t a fll: E t m P E R λ E λ 0 t lmn t f E In t nt tm t latnp tn ang f PS ng dffnt ptmal ltn pntd n angd m 9 Lt ptmal ltn t P tat λ λ f m λ t 0 < λ < n f Pf Lt η η and η η f y amptn U P P tgt t qatn 4 mpl tat f a Fm t a tm may nt tat and a dfnd n t am ay a n Cllay H fm t fllng ampl fnd tat n gnal nt qal t : SOR lltn Vlm 6 m 4 Dm 007

13 t t P : mn : ma D plm P a t ptmal a ltn 5008 and : Wn angd t ang f PS ng and 540 a {0} and [ 7] H t ang f PS ng an ptmal nn-a ltn 49//09/ [ 0] In addtn f a ttly mplmntay ltn n m 9 tn fnd tat O a O In t t f t tn pnt a nay and ffnt ndtn tat an ptd l an ptmal ltn t P man ptmal t t ptd plm Lt P dnt t t f all ptmal ltn t P Lmma 4 lt an ptmal ltn t P and η η and η n and [ ] Pf Lt ltn t P and a t mpl tat 0 < < Lt t dal la t pndng t 0 t ttly mplmntay n y Cllay 0 > 0 > SOR lltn Vlm 6 m 4 Dm 007

14 < < t mpl tat 0 and 0 n fm 4 t fll tat 0 < < Lt 0 < Lt SOR lltn Vlm 6 m 4 Dm t mpl tat 0 Fm 4 a 0 Ung latn 4 S t mpl tat 0 n > 0 ng 4 alng t latn 44 mpl tat 0 S Lt n > 0 ng latn 4 alng t latn 4 mpl tat S Lt t mpl tat S ng latn 44 0 tgt t 4 mpl tat > 0 l 0 ng 44 mpl tat 0 < [ ] a Cnly lt [ ] Lt tn mpl tat > 0 t 0 mpl tat S Lt [ ] t t ng and and Hn t lt m 0 Lt f all an ptmal ltn t P P n f m > 0 ff Pf Ft ll tat t nly f pat ld Spp tat f m > 0 In addtn pp tat < f m P n [ ] < [ ] ntadt t atn tat an ptmal ltn t P f t ll tat ``f" pat ld Lt η and η η l lt π an ptmal pattn f P and D y Lmma 4 a P [ ] and

15 6 SOR lltn Vlm 6 m 4 Dm 007 In a : t mpl tat 0 If an ptmal ltn t D tn t 0 > a fal ltn t t fllng lna qatn ytm: an ptmal ltn pa t P and D ll t qatn pt t nd n f t ytm 45 a atmatally atfd l 0 0 a and 0 and 0 ddng t d f t a latn a Sn an ptmal ltn pa t P and D W gt ] [0 0 > In t a Cnd t fllng lna pgammng: ma mn D P 46 ptmal ltn f P a gng t t fal ltn f P pd n Lmma 5 y amptn an ptmal ltn t P and n t dal D al a at lat n ptmal ltn Lt an ptmal ltn t D atf t fllng: In addtn lt 0

16 and a ttly mplmntay ltn t D > 0 > 0 W t ˆ a t fllng: ˆ mn < 0 < 0 t tat ˆ pt Lt a al nm tat 0 < ˆ n gt a ltn tat atf t lna ytm 45 0 Sn an ptmal ltn pa t P and D fnd tat In t a : Lt t mpl tat Lt a ttly mplmntay ltn t D n > 0 t and mpl tat and n > 0 n t 0 < ˆ a fal ltn t t lna ytm 45 Sn an ptmal ltn pa t P and D gt [0 ] > 0 In t nt lmma p tat t t f fal ltn f plm P ntan nly ptmal ltn f P Lmma 5 t f fal ltn f plm P P Pf Cnd t plm P t t ntant mn 0 0 W ll tat f a fal ltn t nt an ptmal ltn f P t f m Lt 0 f m and fal ltn t P and D t f pmal la aal aatd t nd ntant n a 48 Ung a dalty tm 0 SOR lltn Vlm 6 m 4 Dm 007 7

17 0 49 Lt an ptmal ltn f dal and a fal ltn f P t nt an ptmal ltn n fm 49 > 0 40 latn mpl tat t t t m tat > 0 > 0 t Lt t t m tat > 0 mpl tat 0 < and 0 Lt ˆ a ttly mplmntay ltn t P n ng mplmntay lan tm ˆ 0 mpl tat ˆ 0 and n t 0 0 tat nt a fal ltn t P Lt t t m tat > 0 mpl tat > 0 and 0 < t ˆ 0 mpl tat ˆ S a tat nt a fal ltn t P f any fal ltn t P t nt ptmal t 0 t S any nn-ptmal ltn t P annt a fal ltn t P In t d y fal ltn f P an lmnt f P Cnly y Lmma 5 y ptmal ltn f P a fal ltn f P m Lt f all an ptmal ltn t P n f m < 0 ff P Pf Ft ll tat t Only f pat ld Spp tat f m < 0 In addtn pp tat > f m P n < ntadt t atn tat an ptmal ltn t P f f all P t ll tat f pat ld Lt η η and η l lt π t ptmal pattn t P and D In t a : and n S 0 lt a ttly mplmntay ltn t D n > 0 and atf t lna ytm 45 < 0 In t a : It an aly n tat f m y plang 8 SOR lltn Vlm 6 m 4 Dm 007

18 t n 46 and 47 t and applyng t am tnq a n m 0 In t a : Lt a ttly mplmntay ltn t D t tat > 0 n atf t lna ytm 45 < 0 Sn an ptmal ltn pa t P and D gt [ 0] y m 0 and n tat t ang f PS ng n nld t a t pt and a ngat al ff f any ptmal ltn t lmnt a t am al In addtn a at ant nttng lt at t ang f OS a fll: Cllay Lt π t ptmal pattn f P and D n [00] ff α f all P α [0 ] O Pf Ft pp tat [00] O ptmal ltn Sn O [00] Lt a ttly mplmntay If a nq ptmal ltn t P tn llay tally ld Ot lt an ptmal ltn t P tat tn t t an ptmal ltn tat λ λ f m λ > 0 4 y m 0 and X [00] mpl tat f tgt t qatn 4 mpl tat Sn n atay α f all P α a nn-ngat al nm and α [0 ] t ll tat t ld Spp tat α f all P n y m 0 and t t and tat [ ] < 0 and > 0 O 5 latnp tn PS and S nd dgnay In t tn d t latnp tn PS and S y mpang PS t S nd dgnay Lt an ptmal a ltn t P If dgnat t an m tan n ptmal a aatd t S ng a ptmal a may pd a dffnt ang f ptatn F ampl nd t fllng lna pgammng plm LP : P : mn : ma D 5 SOR lltn Vlm 6 m 4 Dm 007 9

19 0 SOR lltn Vlm 6 m 4 Dm nq ptmal ltn t P tat a dgnat a ltn a t pmal-ptmal a and {45} {} {}; {5} {4} {}; {4} {} {5} t f a ptmal a and a pmal ptmal a t nt an ptmal a Wn angd t ang f S ng and a 5] [ and ] [ ptly and ng [] On t t and t ang f PS ng 5] [ Wad t al 990 d tat n a t t angd t ang f tn an ptmal a ltn man an ptmal ltn t P t nn f t ang f ntty analy ng all pmal-ptmal a aatd t Pa t al004 pd t mla lt f Sn t ang f tn man ptmal t P tan t fllng tm: m Lt an ptmal dgnat a ltn Lt L t nd t f a aal nn-a aal at l and pp nd ptly f all t pmal-ptmal a aatd t n U Pf Lt 0 0 W ll tat

20 SOR lltn Vlm 6 m 4 Dm W n tat and 0 and t mpl tat 0 l and 0; 0 t mpl tat 0 and 0 l f 0 0 and and 0 Cnly lt and an ptmal dgnat a ltn and t f t t at lat n a t U Hn t lt m Lt an ptmal dgnat a ltn t P Lt L all t ptmal a aatd t n I f 0 tn f Pf y dfntn { } 0 0 γ γ 5 { } γ γ η η and η F a and Ft ll p tat Lt n t a t plt t a and at t pp nd tat ltn dgnat nn-a and at t pp nd t

21 n P P tgt t qatn 5 and 5 mpl tat f a f I Spp tat nld any nn-z al F any atay ptmal a f a and a lmn n lnaly ndpndnt t all t manng lmn n Lt γ n SOR lltn Vlm 6 m 4 Dm 007 γ t tat If latn 54 ld tn γ 55 ld tally In d t p tat γ t ffnt t tat 0 0 Sn 54 an ttn a γ 56 Eqatn 55 and 56 mply tat 0 mpl tat 0 n lmn f a lnaly ndpndnt a W ll tat It an n tat f tn Lt a fllng plt: and If a tn 0 < < and nt fal and It mpl tat a and ttly tn t nd S and It mpl tat a and at t pp nd p tat 0 Smlaly mpl tat 0 0 γ and n at f nld any nn-z al n tat

22 I mla t m H n I {0} may nt qal t lltatd y t fllng lna pgammng LP : P : mn : ma SOR lltn Vlm 6 m 4 Dm D nq ptmal ltn t P 500 and t a t ptmal a aatd t : φ φ φ {} {} {} {} φ; {} {} φ Wn ptd t ang f S ng and a [ 50] [ 50] H t ang f PS ng [00] y ng t fllng qatn: 5 5 γ γ ] Cnqntly fnd tat 6 Cnldng Rma In t pap a tald t tn f ttly mplmntay ltn f lna pgammng plm t nd n t aal ladng t t tdy f ptmal pattn ntty analy f plm ppt f PS and t latnp t t ntty analy mtd S and OS a n dd man adantag f PS tat t an pfmd t any ptmal ltn a nn-a a ltn PS fnd t ang tn t t an ptmal ltn t t ptd plm ndd pattn qal t t ndd

23 pattn f a gn ptmal ltn PS f nly n t ndd pattn f pmal-ptmal ltn Hn t ppt f PS n a t ffnt dff fm t f PS n a gt-and d W pntd m ppt f PS tat a fl f mpang PS t t t t ntty analy mtd Wn a t ffnt ptd t ang f PS qal t t ntal a gn ptmal ltn man ptmal t t ptd plm On t t and n gt-and d angd t ang f PS fnd t ntal t ndd pattn f a gn ptmal ltn man t ndd pattn f m ptmal ltn t t ptd plm nt mptant ppty f PS n a t ffnt t ang f PS ng an ptmal nn-a ltn t nttn f t ang f PS ng ptmal a ltn n mnatn lad t t ptmal nn-a ltn Fnally ft td ll ndd ll dal t t mptatnal pfman and nmal pn f ntty analy mtd Gn an ptmal a S ly t mt ffnt t mptatnal tm nnd H mt d ng nt-pnt mtd ftn pd an ptmal nn-a ltn and n t a PS ptd t a gd altnat a PS an appld tt tanng an ptmal a ptmal pattn may q m mptatnal tm f a plm ll-ndtnd Pa tal 004 dd t ppt and latnp f PS OS and S y pattnng t dn aal nt t atg and t mtatd t tnd t tdy t t a dn aal a ndd and n ty a t pattnd nt t atg dpndng pn S OS and S ltg t nd n t dn aal an tatd a addtnal ntant t t lad t ndaly na n t z f t plm nd ndatn t t nt pfal t nd t nd n dn aal a addtnal ntant nldgmnt at anldg t fnanal ppt pdd y Unty Gant Cmmn f Inda Dl at a tanfl t n Sama Pgamm Dpatmnt f atmat Pana Unty Candga Inda f alal lp n ppaatn f t manpt Rfn [] dl I RDC nt 99 gmt f paamt lna pgammng lgtma [] y RE J Saltzman 99 Rng an ptmal LP a fm an nt pnt ltn nal Rpt Dpatmnt f atmatal Sn Clmn Unty Clmn SC US [] Cat J 995 n mplmntatn f pmal-dal nt pnt algtm t pp-ndd aal Q& & t [4] Daya K V Vma Sptm 005 Sntty analy n lna pgammng t ndd aal SOR lltn 4-9 [5] Dantzg G 95 amzatn f a lna fntn f aal t t lna nqalt n C Kpman Ed: tty naly n Pdtn and llatn Jn Wly and Sn: SOR lltn Vlm 6 m 4 Dm 007

24 [6] Dantzg G 96 Lna pgammng and tnn Pntn Unty P Pntn Jy [7] Ean JR R a 98 Dgnay and t mntptatn f ntty analy n lna pgammng Dn Sn [8] Gal 979 Ptptmal analy paamt pgammng and latd tp Ga-Hll [9] Gal D 960 y f lna nm mdl aga-hll [0] Gng HJ 000 Smltan pmal-dal gt-and-d ntty analy fm a ttly mplmntay ltn f a lna pgam SI Jnal f Optmzatn [] Gldman J W 956 y f lna pgammng n: Kn HW W Ed Lna nqalt and latd ytm Pntn Unty P Pntn Jy 5-97 [] Jann C R C lay 99 n nt pnt appa t pt ptmal and paamt analy n lna pgammng nal Rpt 9- atmat and mpt n Dlft Unty Of nlgy tland [] Jann JJ d Jng C R lay 997 Sntty analy n lna pgammng: t afl Epan Jnal f Opatnal Ra [4] Kama 984 n plynmal tm algtm f lna pgammng Cmnata [5] Km WJ CK Pa S Pa 999 n ε -ntty analy n t pmal-dal nt pnt mtd Epan Jnal f Opatnal a [6] Knlmay G 984 fft f dgnay n t-ffnt ang and an algtm t l ntptatn plm Dn Sn 5 4- [7] Kn KW W 956 Lna nqalt and latd ytm Pntn Unty P Pntn [8] Lm C 954 dal mtd f lng t lna pgammng plm aal Ra Lgt Qatly 6-47 [9] a I 00a p lna dal pa-i algtm f t mpl mtd Cmptatnal Optmzatn and pplatn [0] a I 00 gnalzd dal pa- mpl algtm Epan Jnal f Opatnal Ra 49-6 [] ta S RDC nt 99 Paamt and ang analy f nt pnt mtd Wng pap Dpatmnt f IE/S ttn Unty Eantn ILUS [] ta S 99 Fndng an nt pnt n t ptmal fa f lna pgam atmatal Pgammng [] nt RDC S ta 996 gnal paamt appa and t mplatn t ntty analy n nt pnt mtd atmatal Pgammng [4] ty KG 976 Lna and mnatal pgammng Jn Wly & Sn IC Lndn Sydny nt [5] ma GL L Wly 999 Intg and mnatal ptmzatn Jn SOR lltn Vlm 6 m 4 Dm 007 5

25 Wly & Sn: IC [6] Pa C W Km S L S Pa 004 Pt ntty analy n lna pgammng a-paf Jnal f Opatnal Ra 5-68 [7] R C lay Jp Val 997 y and algtm f lna ptmzatn Jn Wly & Sn [8] Sng K S Pa 988 Ptptmalty analy n mat gam pgammng algtm Lna lga and t pplatn [9] lay 00 n ay ay t ta nt-pnt mtd Epan Jnal f Opatnal Ra 0-9 [0] W 956 Dal ytm f mgn lna latn n: Kn HW W Ed Lna nqalt and latd ytm Pntn Unty P Pntn Jy -8 [] Wagn H 958 dal mpl mtd f ndd aal aal a Lgt Qatly [] Wad JE RE Wndll 990 ppa t ntty analy n lna pgammng Jnal f Kan Opatn Ra and anagmnt Sn Sty -9 [] ang H 990 tdy n ntty analy f a nn-tm ptmal ltn n lna pgammng PD Sl atnal Unty Rpl f Ka [4] ldm E J dd 00 Sntty analy n lna pgammng and mdfnt pgammng ng nt-pnt mtd atmatal Pgammng S SOR lltn Vlm 6 m 4 Dm 007

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