Abstract
In this chapter, we consider two related subjects. The first, called sensitivity analysis (or postoptimality analysis) addresses the following question: having found an optimal solution to a given linear programming problem, how much can we change the data and have the current partition into basic and nonbasic variables remain optimal? The second subject addresses situations in which one wishes to solve not just one linear program, but a whole family of problems parametrized by a single real variable.
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© 2008 Robert J.Vanderbei
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Vanderbei, R.J. (2008). Sensitivity and Parametric Analyses. In: Linear Programming. International Series in Operations Research & Management Science, vol 114. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-74388-2_7
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DOI: https://doi.org/10.1007/978-0-387-74388-2_7
Publisher Name: Springer, Boston, MA
Print ISBN: 978-0-387-74387-5
Online ISBN: 978-0-387-74388-2
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