Formulae for the Sensitivity Analysis of Linear Programming Problems
This paper is concerned with three formulae for the sensitivity analysis of the standard linear programming problem. The first one is for variations on the right-hand side vector, the second for variations on the cost vector and the third one is for variations on the coefficients of the matrix defining the linear system. This last formula is obtained from a sensitivity result in nonlinear programming.
Keywordslinear programming sensitivity analysis
Unable to display preview. Download preview PDF.