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

  • 발행 : 1996.08.01

초록

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.

키워드

참고문헌

  1. Linear Programming and Network Flows, (2nd ed.) Bazaraa,M.S.;Jarvis,J.J.;Sherali,H.D.
  2. Linear Programming and Extensions Dantzig,G.B.
  3. Mathematical Programming v.29 Using Bounds on the Data in Linear Programming : The Tolerance Approach to Sensitivity Analysis Wendell,R.E.
  4. Management Science v.31 no.5 The Tolerance Approach to Sensitivity Analysis in Linear Programming Wendell,R.E.