论文信息 - Sensitivity Analysis in Linear Programming

Sensitivity Analysis in Linear Programming

Sensitivity analysis in linear programming studies the stability of optimal solutions and the optimal objective value with respect to perturbations in the input data. This analysis is often relevant in practical applications. We discuss the main approaches to sensitivity analysis, including ordinary sensitivity, the 100% rule, and the tolerance approach, giving special attention to degeneracy issues. We focus on the effects of perturbations in the right-hand side and objective vectors. Keywords: sensitivity analysis; linear programming; 100% rule; tolerance approach

Carlo Filippi | C. Filippi

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