Abstract
In this paper, we study multiparametric sensitivity analysis in network linear programming problem using the concept of maximum volume within tolerance region. We construct critical regions for simultaneous and independent perturbations in the objective function coefficients and in the right-hand-side vector of the given network linear program. Necessary and sufficient conditions are derived to classify the parameters as ‘focal’ and ‘nonfocal’. Nonfocal parameters can have unlimited variations and hence, because of their low sensitivity in practice, they are deleted from the analysis. For focal parameters, a maximum volume tolerance region is characterized. Theoretical results are illustrated with the help of numerical example.
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Singh, S., Gupta, P. & Bhatia, D. On multiparametric analysis in network linear programming. OPSEARCH 41, 237–249 (2004). https://doi.org/10.1007/BF03398847
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DOI: https://doi.org/10.1007/BF03398847