A Geometrical Expansion Technique for Tolerance Approach to Sensitivity Analysis in Linear Programming

  • Published : 1996.08.01

Abstract

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

Keywords

References

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