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Approaches to sensitivity analysis in linear programming

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Abstract

A continuing priority in sensitivity and parametric analysis is to develop approaches that provide useful information, that are easy for a decision-maker to use, and that are computationally practical. Herein we review approaches to sensitivity analysis in linear programming and discuss how they meet the above needs. Special emphasis is given to sensitivity analysis of the objective function coefficients.

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Authors and Affiliations

  1. Krannert Graduate School of Management, Purdue University, 47907, West Lafayette, IN, USA

    James E. Ward

  2. The Joseph M. Katz Graduate School of Business, University of Pittsburgh, 15260, Pittsburgh, PA, USA

    Richard E. Wendell

Authors
  1. James E. Ward
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  2. Richard E. Wendell
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The second author gratefully acknowledges financial support from the National Science Foundation under grant ECS-8615302.

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Ward, J.E., Wendell, R.E. Approaches to sensitivity analysis in linear programming. Ann Oper Res 27, 3–38 (1990). https://doi.org/10.1007/BF02055188

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