An expansion technique for tolerance approach to sensitivity analysis in linear programming

The tolerance approach to the sensitivity analysis in linear programming considers simultaneous and independent variations in the coefficients of the objective funciton or of the right-hand side terms and gives a region in which the coefficients and terms and gives a region in which the coefficients and terms can be changed and still the current optimal basis B for the original problem remains as an optimal basis for the perturbed problem. In this paper we describe a procedure that expands a region S obtained by the tolerance approch into a larger region R, so that more variations in the objective function coefficients or the right-hand side terms are permissible.